Pages that link to "Item:Q2886971"

The following pages link to LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971):

Displaying 17 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)