Pages that link to "Item:Q3777276"
From MaRDI portal
The following pages link to ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276):
Displayed 13 items.
- Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- Faster ARMA maximum likelihood estimation (Q1023549) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Finite sample efficiency of OLS in linear regression models with long-memory disturbances (Q5941374) (← links)