Pages that link to "Item:Q2742769"

The following pages link to Semiparametric Inference in Seasonal and Cyclical Long Memory Processes (Q2742769):

Displaying 37 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← 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)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• On the invertibility of seasonally adjusted series (Q1695537) (← links)
• Bootstrapping the log-periodogram regression (Q1927723) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← 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)
• Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• Semiparametric robust tests on seasonal or cyclical long memory time series (Q4431620) (← links)
• Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
• Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
• Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)
• Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)