Pages that link to "Item:Q1010559"

The following pages link to Semiparametric estimation in perturbed long memory series (Q1010559):

Displaying 13 items.

• Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• The role of long memory in hedging effectiveness (Q1023640) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
• Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)