Pages that link to "Item:Q302164"
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The following pages link to Two estimators of the long-run variance: beyond short memory (Q302164):
Displaying 16 items.
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- A goodness-of-fit test for marginal distribution of linear random fields with long memory (Q2634241) (← links)
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)