Pages that link to "Item:Q1327856"

The following pages link to Semiparametric analysis of long-memory time series (Q1327856):

Displaying 50 items.

• Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
• Wavelet estimation of the memory parameter for long range dependent random fields (Q465640) (← links)
• Affine fractional stochastic volatility models (Q470522) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Filtered log-periodogram regression of long memory processes (Q715791) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Lack of fit test for long memory regression models (Q779683) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Quantifying and understanding the economics of large financial movements (Q844583) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• Change-of-variance problem for linear processes with long memory (Q864915) (← links)
• Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Multivariate modelling of long memory processes with common components (Q1020895) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
• Regression model fitting with long memory errors (Q1299429) (← links)
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
• Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
• Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
• Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• An improvement of the GPH estimator. (Q1614831) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
• Multiscale fluctuation features of the dynamic correlation between bivariate time series (Q1793209) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)