Pages that link to "Item:Q955151"

The following pages link to Multiple local Whittle estimation in stationary systems (Q955151):

Displaying 36 items.

• Convergence in law to operator fractional Brownian motions (Q376266) (← links)
• Inference on power law spatial trends (Q418245) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Recent advances in nonstationary time series: a festschrift in honor of Peter C.B. Phillips (Q527986) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Multivariate operator-self-similar random fields (Q544513) (← links)
• Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
• Exponents of operator self-similar random fields (Q730237) (← links)
• Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
• Covariance function of vector self-similar processes (Q1038436) (← links)
• Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
• Domain and range symmetries of operator fractional Brownian fields (Q1683808) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• A multivariate test against spurious long memory (Q1706443) (← links)
• Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
• Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
• Long memory and long run variation (Q2628841) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)