Pages that link to "Item:Q3077674"

The following pages link to Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674):

Displaying 10 items.

• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Can Markov switching model generate long memory? (Q741329) (← links)
• Testing for a change in mean under fractional integration (Q1695680) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)