Pages that link to "Item:Q1879948"
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The following pages link to Local Whittle estimation in nonstationary and unit root cases. (Q1879948):
Displayed 17 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- A Note on Whittle's Likelihood (Q3424293) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)