BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524): Difference between revisions

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+A semiparametric two-step estimator in a multivariate long memory model
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+Broadband log-periodogram regression of time series with long-range dependence
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+Adaptive semiparametric estimation of the memory parameter.
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
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+Bias in the sample autocorrelations of fractional noise
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+Non-stationary log-periodogram regression
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+Normal rank
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+Adaptive estimation of the fractional differencing coefficient
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+The FEXP estimator for potentially non-stationary linear time series.
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
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+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
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+Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series
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+Semiparametric estimation for stationary processes whose spectra have an unknown pole
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+Exact local Whittle estimation of fractional integration
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+Higher-order kernel semiparametric M-estimation of long memory
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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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+Local Whittle estimation in nonstationary and unit root cases.
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+Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence
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+On a Problem of Adaptive Estimation in Gaussian White Noise
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