Pages that link to "Item:Q265027"
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The following pages link to The distance between rival nonstationary fractional processes (Q265027):
Displaying 22 items.
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Fractional models for analysis of economic risks (Q6495718) (← links)
