Pages that link to "Item:Q145472"

The following pages link to A semiparametric two-step estimator in a multivariate long memory model (Q145472):

Displaying 32 items.

• multiwave (Q29091) (← links)
• Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← 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)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• A multivariate test against spurious long memory (Q1706443) (← 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)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
• A simple test for the equality of integration orders (Q2439794) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)