Pages that link to "Item:Q1975523"

The following pages link to Adaptive semiparametric estimation of the memory parameter. (Q1975523):

Displaying 11 items.

• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
• Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
• Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← 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)