On a class of estimation and test for long memory (Q2153233): Difference between revisions

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-.1016/j.physa.2018.06.092
@@ Property / DOI: 10.1016/j.physa.2018.06.092 / rank @@
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-Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
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+Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
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+MaRDI publication profile
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+W1682599076
@@ Property / OpenAlex ID: W1682599076 / rank @@
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@@ Property / cites work @@
+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Long-Term Memory in Stock Market Prices
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Rescaled variance and related tests for long memory in volatility and levels
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+Estimation and pricing under long-memory stochastic volatility
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+On a class of <i>M</i>-estimators for Gaussian long-memory models
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+Gaussian semiparametric estimation of long range dependence
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+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
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+Long memory processes and fractional integration in econometrics
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+Long‐Memory Time Series
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+Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
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+Locally stationary long memory estimation
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+Time series: theory and methods.
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+Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels''
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+Two estimators of the long-run variance: beyond short memory
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+Q3084090
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@@ Property / DOI @@
+.1016/J.PHYSA.2018.06.092
@@ Property / DOI: 10.1016/J.PHYSA.2018.06.092 / rank @@
+Normal rank