Pages that link to "Item:Q2703252"
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The following pages link to An Efficient Taper for Potentially Overdifferenced Long-memory Time Series (Q2703252):
Displayed 36 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
- Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- Approximate wavelet-based simulation of long memory processes (Q4675839) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)