Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Realized kernels in practice: trades and quotes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Memory Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3399435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed-correlated ARFIMA processes for power-law cross-correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Whittle estimation of multi-variate fractionally integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Range Dependence and Self-Similarity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-periodogram regression of time series with long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4682143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple local Whittle estimation in stationary systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computationally efficient methods for two multivariate fractionally integrated models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian semiparametric estimation of multivariate fractionally integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact local Whittle estimation of fractionally cointegrated systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Hadamard self-similarity: testing fractal connectivity / rank
 
Normal rank

Latest revision as of 23:15, 21 July 2024

scientific article
Language Label Description Also known as
English
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
scientific article

    Statements

    Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
    0 references
    0 references
    0 references
    0 references
    28 February 2020
    0 references
    long memory
    0 references
    multivariate time series
    0 references
    phase parameters
    0 references
    local Whittle estimation
    0 references
    fractional cointegration
    0 references
    fractal connectivity
    0 references

    Identifiers