Pages that link to "Item:Q1333578"

The following pages link to Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578):

Displaying 27 items.

• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• On the rate of convergence to Rosenblatt-type distribution (Q486544) (← links)
• M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
• Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
• Non-stationary log-periodogram regression (Q1298461) (← links)
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
• Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• Variance-type estimation of long memory (Q1593608) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
• Semiparametric exploration of long memory in stock prices (Q1918155) (← links)
• Averaged periodogram estimation of long memory (Q1922368) (← links)
• Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)