Pages that link to "Item:Q1429318"

The following pages link to Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318):

Displayed 18 items.

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) ‎ (← links)
• Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) ‎ (← links)
• Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) ‎ (← links)
• A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) ‎ (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) ‎ (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) ‎ (← links)
• Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations (Q2346196) ‎ (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) ‎ (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) ‎ (← links)
• Edgeworth Expansion for Linear Regression Processes with Long-Memory Errors (Q3007817) ‎ (← links)
• Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) ‎ (← links)
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) ‎ (← links)
• Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) ‎ (← links)
• EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) ‎ (← links)
• Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040) ‎ (← links)
• ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS (Q4680631) ‎ (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) ‎ (← links)
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) ‎ (← links)