Whittle-type estimation under long memory and nonstationarity (Q2218620): Difference between revisions

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+Nonstationarity-extended local Whittle estimation
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+Normal rank
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+An I(\(d\)) model with trend and cycles
@@ Property / cites work: An I(\(d\)) model with trend and cycles / rank @@
+Normal rank
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+Semiparametric estimation in perturbed long memory series
+Normal rank
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+A bootstrap approximation for the distribution of the local Whittle estimator
+Normal rank
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+Long memory processes and fractional integration in econometrics
+Normal rank
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+Efficient parameter estimation for self-similar processes
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+Estimators of long-memory: Fourier versus wavelets
+Normal rank
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
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+Time Series Analysis with Long Memory in View
@@ Property / cites work: Time Series Analysis with Long Memory in View / rank @@
+Normal rank
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+Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
+Normal rank
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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
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+Q4407619
@@ Property / cites work: Q4407619 / rank @@
+Normal rank
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+Local Whittle estimation in nonstationary and unit root cases.
+Normal rank
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+Gaussian semiparametric estimation of long range dependence
+Normal rank
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+NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
@@ Property / cites work: NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION / rank @@
+Normal rank
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+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
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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
+Normal rank
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
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+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank
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+Q3048119
@@ Property / cites work: Q3048119 / rank @@
+Normal rank