Pages that link to "Item:Q738169"

The following pages link to Local polynomial Whittle estimation of perturbed fractional processes (Q738169):

Displaying 7 items.

• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• On the memory of products of long range dependent time series (Q1672905) (← links)
• A multivariate test against spurious long memory (Q1706443) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)