Pages that link to "Item:Q1298461"

The following pages link to Non-stationary log-periodogram regression (Q1298461):

Displaying 50 items.

• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
• Unit root log periodogram regression (Q277158) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• Filtered log-periodogram regression of long memory processes (Q715791) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← 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)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Efficiency in estimation of memory (Q993829) (← links)
• The role of long memory in hedging effectiveness (Q1023640) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
• On the invertibility of seasonally adjusted series (Q1695537) (← links)
• A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Bootstrapping the log-periodogram regression (Q1927723) (← links)
• Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Spatial long memory (Q2195534) (← links)
• Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Invariance of the first difference in ARFIMA models (Q2463656) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
• Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
• SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
• <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
• Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
• TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)