Gaussian estimation of parametric spectral density with unknown pole
From MaRDI portal
(Redirected from Publication:1848892)
Recommendations
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- Estimation of the location and exponent of the spectral singularity of a long memory process
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
- Gaussian semiparametric estimation of long range dependence
- scientific article; zbMATH DE number 3988552
Cites work
- scientific article; zbMATH DE number 3982353 (Why is no real title available?)
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A generalized fractionally differencing approach in long-memory modeling
- A limit theory for long-range dependence and statistical inference on related models
- Alternative models for stationary stochastic processes
- An exponential model for the spectrum of a scalar time series
- Efficient Tests of Nonstationary Hypotheses
- Efficient parameter estimation for self-similar processes
- Fractional differencing
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- ON GENERALIZED FRACTIONAL PROCESSES
Cited in
(45)- Minimum distance estimation of \(k\)-factors GARMA processes
- Estimation pitfalls when the noise is not i.i.d.
- Polynomial Cointegration Between Stationary Processes With Long Memory
- A bootstrap causality test for covariance stationary processes
- A parametric bootstrap test for cycles
- Bootstrap specification tests for linear covariance stationary processes
- Estimation of fractional integration under temporal aggregation
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes
- Marginal density estimation for linear processes with cyclical long memory
- A bivariate fractionally cointegrated relationship in the context of cyclical structures
- Estimation methods for stationary Gegenbauer processes
- Fractionally differenced Gegenbauer processes with long memory: a review
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models
- Exact local Whittle estimation in long memory time series with multiple poles
- An alternative bootstrap to moving blocks for time series regression models
- Cyclical long memory: decoupling, modulation, and modeling
- A harmonically weighted filter for cyclical long memory processes
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions
- Asymptotic theory for time series with changing mean and variance
- Bayesian estimation of Gegenbauer processes
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
- Nelson-Plosser revisited: the ACF approach
- A test for fractional cointegration using the sieve bootstrap
- A general frequency domain estimation method for Gegenbauer processes
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
- Modelling cycles in climate series: the fractional sinusoidal waveform process
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
- On a class of minimum contrast estimators for Gegenbauer random fields
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
- Humbert generalized fractional differenced ARMA processes
- Conditional sum of squares estimation of \(k\)-factor GARMA models
- The CSS and the two-staged methods for parameter estimation in SARFIMA models
- Inference on power law spatial trends
- A wavelet Whittle estimator of generalized long-memory stochastic volatility
- Distribution free goodness-of-fit tests for linear processes
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- Modelling long-run trends and cycles in financial time series data
- Asymptotic inference results for multivariate long‐memory processes
- On the estimation of poles in intensity functions
- Estimation of the frequency in cyclical long-memory series
- Seasonal generalized AR models
- The Periodogram of fractional processes1
This page was built for publication: Gaussian estimation of parametric spectral density with unknown pole
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848892)
