Semiparametric estimation from time series with long-range dependence (Q1341199): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: On large-sample estimation for the mean of a stationary random sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Analysis when the Dependent Variable Is Truncated Normal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839936 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical process of some long-range dependent sequences with an application to U-statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On U-statistics and v. mise? statistics for weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-central limit theorems for non-linear functional of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3943884 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4174025 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The central limit problem for mixing sequences of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probit with Dependent Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Estimation of Index Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of disequilibrium and limited dependent variable models with serially dependent residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Root-N-Consistent Semiparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4015742 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Additive Derivative Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to fractional brownian motion and to the rosenblatt process / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0304-4076(94)90068-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2052742532 / rank
 
Normal rank

Latest revision as of 10:00, 30 July 2024

scientific article
Language Label Description Also known as
English
Semiparametric estimation from time series with long-range dependence
scientific article

    Statements

    Semiparametric estimation from time series with long-range dependence (English)
    0 references
    0 references
    0 references
    16 March 1995
    0 references
    long-memory time-series dependence
    0 references
    semiparametric averaged derivative statistics
    0 references
    index models
    0 references
    long-range dependence
    0 references
    nonnormal limiting distribution
    0 references

    Identifiers