Pages that link to "Item:Q4653557"
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The following pages link to EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557):
Displayed 5 items.
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)