Pages that link to "Item:Q2742769"
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The following pages link to Semiparametric Inference in Seasonal and Cyclical Long Memory Processes (Q2742769):
Displayed 18 items.
- 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 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)
- Bootstrapping the log-periodogram regression (Q1927723) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← 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)
- 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)