Pages that link to "Item:Q1355170"

The following pages link to Time series regression with long-range dependence (Q1355170):

Displaying 43 items.

• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
• Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Statistical inference on regression with spatial dependence (Q738181) (← links)
• Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• Confidence intervals for long memory regressions (Q947197) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
• Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
• On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
• Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
• Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
• ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
• NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
• Analysis of the correlation structure of square time series (Q4677028) (← links)
• Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
• The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
• Polynomial Trend Regression With Long‐memory Errors (Q5467606) (← links)