The estimation of misspecified long memory models (Q2511781): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2013.08.023
@@ Property / DOI: 10.1016/j.jeconom.2013.08.023 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2022178008
@@ Property / OpenAlex ID: W2022178008 / rank @@
+Normal rank
@@ Property / cites work @@
+On large-sample estimation for the mean of a stationary random sequence
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Central limit theorems for quadratic forms in random variables having long-range dependence
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
+Normal rank
@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
+Normal rank
@@ Property / cites work @@
+Q4174025
@@ Property / cites work: Q4174025 / rank @@
+Normal rank
@@ Property / cites work @@
+Broadband log-periodogram regression of time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
+Normal rank
@@ Property / cites work @@
+Rates of convergence and optimal spectral bandwidth for long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence in probability and statistics
@@ Property / cites work: Dependence in probability and statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Q4107030
@@ Property / cites work: Q4107030 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2013.08.023
@@ Property / DOI: 10.1016/J.JECONOM.2013.08.023 / rank @@
+Normal rank