Pages that link to "Item:Q1848892"

The following pages link to Gaussian estimation of parametric spectral density with unknown pole (Q1848892):

Displaying 37 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Inference on power law spatial trends (Q418245) (← links)
• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
• Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
• Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
• FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• The Periodogram of fractional processes¹ (Q5430501) (← links)
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
• Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
• Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)