THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129): Difference between revisions

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+MaRDI publication profile
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+Q5631966
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+Efficient parameter estimation for self-similar processes
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+Numerical inversion of a characteristic function
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
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+Fractional differencing
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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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+ACKNOWLEDGEMENT OF PRIORITY FOR "ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES"
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+Computing the distribution of quadratic forms in normal variables
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+ESTIMATION IN LONG-MEMORY TIME SERIES MODEL
@@ Property / cites work: ESTIMATION IN LONG-MEMORY TIME SERIES MODEL / rank @@
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+Discrimination between monotonic trends and long-range dependence
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Q3323077
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+Log-periodogram regression of time series with long range dependence
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