Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods
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Cites work
- A limit theorem for the maximum of normalized sums of independent random variables
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Efficient Tests of Nonstationary Hypotheses
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalised likelihood ratio tests for spectral density
- Goodness-of-Fit Tests for Parametric Regression Models
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- Large sample inference for long memory processes
- Nonlinear time series. Nonparametric and parametric methods
- On the asymptotics of penalized spline smoothing
- On the asymptotics of penalized splines
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
- Semiparametric Regression
- Semiparametric regression during 2003--2007
- Spline smoothing: The equivalent variable kernel method
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- TESTING FOR LONG MEMORY
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- THE NONSTATIONARY FRACTIONAL UNIT ROOT
- Time series: theory and methods.
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