Autoregressive spectral estimates under ignored changes in the mean (Q5063329): Difference between revisions

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+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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+Consistent autoregressive spectral estimates
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+Q4082810
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+Time series: theory and methods.
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+(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
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+Long memory and regime switching
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+Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends
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+MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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+Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices
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