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):
Displaying 50 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Bayesian estimation and the application of long memory stochastic volatility models (Q713736) (← links)
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← 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)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← 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)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Empirical likelihood in long-memory time series models (Q2930886) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← 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)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- Fractional Invariance Principle (Q5467613) (← links)
