Pages that link to "Item:Q1870094"

The following pages link to Higher-order kernel semiparametric M-estimation of long memory (Q1870094):

Displaying 11 items.

• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
• Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
• Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
• Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
• Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)