Pages that link to "Item:Q274887"

The following pages link to Local Whittle estimation of fractional integration and some of its variants (Q274887):

Displaying 18 items.

• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← 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)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
• Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
• Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• (Q2971501) (← links)
• TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)