Pages that link to "Item:Q2583421"
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The following pages link to Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421):
Displaying 14 items.
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
