Pages that link to "Item:Q1914263"
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The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):
Displaying 50 items.
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- The role of long memory in hedging effectiveness (Q1023640) (← links)
- Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
