Pages that link to "Item:Q1434016"
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The following pages link to Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016):
Displayed 5 items.
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)