Local Whittle estimation of fractional integration and some of its variants (Q274887): Difference between revisions

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-.1016/j.jeconom.2004.09.014
@@ Property / DOI: 10.1016/j.jeconom.2004.09.014 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2004.09.014
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@@ Property / OpenAlex ID @@
+W2003391409
@@ Property / OpenAlex ID: W2003391409 / rank @@
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@@ Property / cites work @@
+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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@@ Property / cites work @@
+Q4407616
@@ Property / cites work: Q4407616 / rank @@
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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@@ Property / cites work @@
+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
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@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Local Whittle estimation in nonstationary and unit root cases.
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@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+Log-periodogram regression of time series with long range dependence
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
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@@ Property / cites work @@
+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
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@@ Property / cites work @@
+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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@@ Property / cites work @@
+Q3948104
@@ Property / cites work: Q3948104 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
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@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2004.09.014
@@ Property / DOI: 10.1016/J.JECONOM.2004.09.014 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:274887