Pages that link to "Item:Q1398966"
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The following pages link to Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966):
Displaying 24 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- 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)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment (Q6573802) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
