Pages that link to "Item:Q3440757"

The following pages link to Consistent estimation of the memory parameter for nonlinear time series (Q3440757):

Displaying 31 items.

• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
• Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
• An I(\(d\)) model with trend and cycles (Q737963) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Goodness-of-fit testing under long memory (Q993816) (← links)
• Evaluating currency risk in emerging markets (Q996771) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
• Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• (Q2971501) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory (Q5283082) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• Inference for continuous-time long memory randomly sampled processes (Q6581316) (← links)
• Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)