LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971): Difference between revisions

@@ Property / cites work @@
+Central limit theorems for time series regression
@@ Property / cites work: Central limit theorems for time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+Normal rank
@@ Property / cites work @@
+A model for long memory conditional heteroscedasticity.
+Normal rank
@@ Property / cites work @@
+Consistent estimation of the memory parameter for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation in nonstationary and unit root cases.
+Normal rank
@@ Property / cites work @@
+Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
+Normal rank
@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+On linear processes with dependent innovations
@@ Property / cites work: On linear processes with dependent innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Long Memory in Volatility
@@ Property / cites work: Estimating Long Memory in Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation of fractional integration and some of its variants
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
+Normal rank
@@ Property / cites work @@
+Robust Automatic Bandwidth for Long Memory
@@ Property / cites work: Robust Automatic Bandwidth for Long Memory / rank @@
+Normal rank