Pages that link to "Item:Q1568278"

The following pages link to Broadband log-periodogram regression of time series with long-range dependence (Q1568278):

Displaying 43 items.

• Estimation of mis-specified long memory models (Q278055) (← links)
• Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (Q292001) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Covariate assisted screening and estimation (Q482879) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
• Estimating the Hurst parameter (Q882909) (← links)
• Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Multivariate modelling of long memory processes with common components (Q1020895) (← links)
• Tests of bias in log-periodogram regression (Q1036842) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
• A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Random sampling of long-memory stationary processes (Q2266882) (← links)
• Monotone spectral density estimation (Q2429936) (← links)
• Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher-Hartwig singularity (Q2465320) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
• Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)