The averaged periodogram estimator for a power law in coherency (Q2930895): Difference between revisions

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+Semiparametric estimation of fractional cointegrating subspaces
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Q5612941
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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+The FEXP estimator for potentially non-stationary linear time series.
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+Estimating Long Memory in Volatility
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+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
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+A semiparametric two-step estimator in a multivariate long memory model
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+Averaged periodogram estimation of long memory
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+Semiparametric analysis of long-memory time series
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Multiple local Whittle estimation in stationary systems
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+Computationally efficient methods for two multivariate fractionally integrated models
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+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
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