Pages that link to "Item:Q3408524"
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The following pages link to BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524):
Displaying 4 items.
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
