Pages that link to "Item:Q3077674"

The following pages link to Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674):

Displaying 16 items.

• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Can Markov switching model generate long memory? (Q741329) (← links)
• Testing for a change in mean under fractional integration (Q1695680) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
• TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
• Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)