Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133): Difference between revisions

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+LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
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+Residual log-periodogram inference for long-run relationships
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Non-stationary log-periodogram regression
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