Pages that link to "Item:Q269236"
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The following pages link to Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236):
Displayed 10 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)