Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476): Difference between revisions

@@ Property / cites work @@
+Nonstationarity-extended local Whittle estimation
@@ Property / cites work: Nonstationarity-extended local Whittle estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of a dimension-robust quadratic dependence measure
+Normal rank
@@ Property / cites work @@
+Wavelet estimator of long-range dependent processes.
+Normal rank
@@ Property / cites work @@
+The simulation of random vector time series with given spectrum
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of the multivariate fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Integral representations and properties of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Estimators of long-memory: Fourier versus wavelets
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation of spatial long-range dependence
+Normal rank
@@ Property / cites work @@
+Multi-scale tests for serial correlation
@@ Property / cites work: Multi-scale tests for serial correlation / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
+Normal rank
@@ Property / cites work @@
+A wavelet Whittle estimator of generalized long-memory stochastic volatility
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of linear time-series models
+Normal rank
@@ Property / cites work @@
+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of the fractional differencing coefficient
+Normal rank
@@ Property / cites work @@
+An Approximate Wavelet MLE of Short- and Long-Memory Parameters
+Normal rank
@@ Property / cites work @@
+DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
+Normal rank
@@ Property / cites work @@
+A semiparametric two-step estimator in a multivariate long memory model
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
+Normal rank
@@ Property / cites work @@
+A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation of multi-variate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
+Normal rank
@@ Property / cites work @@
+Q5480287
@@ Property / cites work: Q5480287 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation in nonstationary and unit root cases.
+Normal rank
@@ Property / cites work @@
+Rates of convergence and optimal spectral bandwidth for long range dependence
+Normal rank
@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
+Normal rank
@@ Property / cites work @@
+Computationally efficient methods for two multivariate fractionally integrated models
+Normal rank
@@ Property / cites work @@
+The averaged periodogram estimator for a power law in coherency
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of multivariate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank