Pages that link to "Item:Q3604092"
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The following pages link to Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092):
Displayed 3 items.
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)