Pages that link to "Item:Q2740106"
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The following pages link to Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models (Q2740106):
Displayed 13 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- Space‐time modelling of trends in temperature series (Q5495684) (← links)