Pages that link to "Item:Q1434016"

The following pages link to Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016):

Displaying 18 items.

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• (Q2971501) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
• EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)