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.
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- A novel Bayesian approach to estimate long memory parameter (Q3390609) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- A Note on Whittle's Likelihood (Q3424293) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
- A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
- The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
