Estimation of fractional integration under temporal aggregation (Q737901): Difference between revisions

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+Nonstationarity-extended local Whittle estimation
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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Modeling and pricing long memory in stock market volatility
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+The detection and estimation of long memory in stochastic volatility
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+Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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+Testing for unit roots with flow data and varying sampling frequency
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+A parametric bootstrap test for cycles
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+Temporal Aggregation of Garch Processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Gaussian estimation of parametric spectral density with unknown pole
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+Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
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+ON GENERALIZED FRACTIONAL PROCESSES
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+BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
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+The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
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+Semiparametric estimation for stationary processes whose spectra have an unknown pole
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+An Efficient Taper for Potentially Overdifferenced Long-memory 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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+Estimating Long Memory in Volatility
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+THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE  TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
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+Adaptive estimation of the fractional differencing coefficient
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+Averaged periodogram estimation of long memory
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+Forecasting aggregated vector ARMA processes
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Alternative forms of fractional Brownian motion
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+Broadband log-periodogram regression of time series with long-range dependence
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+Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information
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+Q3323077
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+The distance between rival nonstationary fractional processes
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Rates of convergence and optimal spectral bandwidth for long range dependence
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+Testing the random walk hypothesis: power versus frequency of observation
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+EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
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+Exact local Whittle estimation of fractional integration
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+Moment bounds and central limit theorem for functions of Gaussian vectors
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+Temporal Aggregation and Bandwidth selection in estimating long memory
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+Why Aggregate Long Memory Time Series?
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
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+Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Non-stationary log-periodogram regression
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+Effect of systematic sampling on arima models
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+Q3992561
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+A k-Factor GARMA Long-memory Model
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