Estimation of mis-specified long memory models (Q278055): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.06.024
@@ Property / DOI: 10.1016/j.jeconom.2005.06.024 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6575851
@@ Property / zbMATH DE Number: 6575851 / rank @@
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@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
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@@ Property / zbMATH Keywords @@
+model mis-specification
@@ Property / zbMATH Keywords: model mis-specification / rank @@
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@@ Property / zbMATH Keywords @@
+frequency domain MLE
@@ Property / zbMATH Keywords: frequency domain MLE / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2166488519
@@ Property / OpenAlex ID: W2166488519 / rank @@
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@@ Property / cites work @@
+Statistical predictor identification
@@ Property / cites work: Statistical predictor identification / rank @@
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+Q4769776
@@ Property / cites work: Q4769776 / rank @@
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@@ Property / cites work @@
+Q5560061
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+Q4718452
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@@ Property / cites work @@
+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
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@@ Property / cites work @@
+Asymptotic theory for certain regression models with long memory errors
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@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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@@ Property / cites work @@
+Pseudo Maximum Likelihood Methods: Theory
@@ Property / cites work: Pseudo Maximum Likelihood Methods: Theory / rank @@
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+Pseudo Maximum Likelihood Methods: Applications to Poisson Models
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@@ Property / cites work @@
+Q4515165
@@ Property / cites work: Q4515165 / rank @@
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@@ Property / cites work @@
+Q5613647
@@ Property / cites work: Q5613647 / rank @@
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@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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@@ Property / cites work @@
+Broadband log-periodogram regression of time series with long-range dependence
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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@@ Property / cites work @@
+On estimation of parameters of Gaussian stationary processes
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
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@@ Property / cites work @@
+Estimation and information in stationary time series
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@@ Property / cites work @@
+Q4694369
@@ Property / cites work: Q4694369 / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.06.024
@@ Property / DOI: 10.1016/J.JECONOM.2005.06.024 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:278055