Pages that link to "Item:Q1355171"
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The following pages link to A limit theory for long-range dependence and statistical inference on related models (Q1355171):
Displayed 19 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- On testing for separable correlations of multivariate time series (Q4677027) (← links)
- Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
- Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
- Fractional Invariance Principle (Q5467613) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
