Pages that link to "Item:Q5754861"
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The following pages link to Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend (Q5754861):
Displayed 9 items.
- Efficiency in estimation of memory (Q993829) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← 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)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)