Pages that link to "Item:Q3557550"
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The following pages link to EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550):
Displayed 14 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← 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)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)