Pages that link to "Item:Q449990"

The following pages link to Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990):

Displaying 34 items.

• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Inference on trending panel data (Q1792445) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Consistent order selection for ARFIMA processes (Q2148974) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Spatial long memory (Q2195534) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• When will the Covid-19 pandemic peak? (Q2224906) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
• A simple test for the equality of integration orders (Q2439794) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
• Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
• Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← links)
• Parametric estimation of long memory in factor models (Q6108311) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)