A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143): Difference between revisions

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+Nonstationarity-extended local Whittle estimation
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+Normal rank
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Some asymptotic theory for the bootstrap
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+Sieve bootstrap for time series
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+Normal rank
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+Block length selection in the bootstrap for time series
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
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+Bootstrap methods: another look at the jackknife
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap
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+Local polynomial Whittle estimation of perturbed fractional processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Estimation of fractional integration in the presence of data noise
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+On blocking rules for the bootstrap with dependent data
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+A limit theory for long-range dependence and statistical inference on related models
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+Gaussian pseudo-maximum likelihood estimation of fractional time series models
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+A FAST FRACTIONAL DIFFERENCE ALGORITHM
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+Likelihood inference for a nonstationary fractional autoregressive model
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+A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
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+THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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+Properties of a block bootstrap under long-range dependence
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+Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series
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+On the range of validity of the autoregressive sieve bootstrap
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+On the moving block bootstrap under long range dependence
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+Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence
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+Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models
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+Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Q4869559
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+Normal rank
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+The Stationary Bootstrap
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+Higher-order improvements of the sieve bootstrap for fractionally integrated processes
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+Gaussian semiparametric estimation of long range dependence
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+Q5326963
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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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+Local Whittle estimation of fractional integration and some of its variants
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