Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Semiparametric robust tests on seasonal or cyclical long memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Inference in Seasonal and Cyclical Long Memory Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a generalized long memory process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the location and exponent of the spectral singularity of a long memory process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Efficient Taper for Potentially Overdifferenced Long-memory Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The FEXP estimator for potentially non-stationary linear time series. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory with seasonal effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5614092 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-stationary log-periodogram regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian Semiparametric Estimation of Non-stationary Time Series / rank
 
Normal rank

Latest revision as of 14:34, 24 June 2024

scientific article; zbMATH DE number 5026145
Language Label Description Also known as
English
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series
scientific article; zbMATH DE number 5026145

    Statements

    Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (English)
    0 references
    0 references
    0 references
    24 May 2006
    0 references
    0 references
    seasonality
    0 references
    cycles
    0 references
    periodogram
    0 references
    long range dependence
    0 references
    asymptotic normality
    0 references
    0 references