Pages that link to "Item:Q1766049"

The following pages link to The FEXP estimator for potentially non-stationary linear time series. (Q1766049):

Displaying 19 items.

• Asymptotics for duration-driven long range dependent processes (Q289190) (← 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 wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
• Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
• On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216) (← 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)
• The Periodogram of fractional processes¹ (Q5430501) (← links)
• Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)