Pages that link to "Item:Q145472"
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The following pages link to A semiparametric two-step estimator in a multivariate long memory model (Q145472):
Displayed 17 items.
- multiwave (Q29091) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)