Pages that link to "Item:Q2511800"
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The following pages link to Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800):
Displaying 9 items.
- A modified test against spurious long memory (Q1663949) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
