Pages that link to "Item:Q269236"

The following pages link to Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236):

Displaying 15 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
• Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
• Estimation of Hurst exponent revisited (Q1020115) (← links)
• Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)