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

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+ON GENERALIZED FRACTIONAL PROCESSES
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+Q4407616
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+Normal rank
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+Fractional differencing
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Q3827437
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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+Local Whittle estimation in nonstationary and unit root cases.
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+Efficient Tests of Nonstationary Hypotheses
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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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+The distance between rival nonstationary fractional processes
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+Narrow-band analysis of nonstationary processes
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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+Q3948104
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+Normal rank
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank