Pages that link to "Item:Q5473022"
From MaRDI portal
The following pages link to Adaptive Local Polynomial Whittle Estimation of Long-range Dependence (Q5473022):
Displaying 37 items.
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← 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)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
