Pages that link to "Item:Q265115"
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The following pages link to A parametric bootstrap test for cycles (Q265115):
Displaying 8 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
