Pages that link to "Item:Q2852592"

The following pages link to Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592):

Displaying 7 items.

• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)