Pages that link to "Item:Q1848891"

The following pages link to Narrow-band analysis of nonstationary processes (Q1848891):

Displaying 33 items.

• Sign tests for long-memory time series (Q265025) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
• Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• Exact local Whittle estimation of fractional integration (Q2583422) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
• (Q2971501) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)