Pages that link to "Item:Q289222"

The following pages link to Nonstationarity-extended local Whittle estimation (Q289222):

Displaying 50 items.

• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• An I(\(d\)) model with trend and cycles (Q737963) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Efficiency in estimation of memory (Q993829) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Theory and applications of financial chaos index (Q2070531) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
• Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• (Q2971501) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
• Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
• Long memory and data frequency in financial markets (Q5107421) (← links)
• TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• A Note on Bayesian Inference for Long-Range Dependence of a Stationary Two-State Process (Q5266593) (← links)
• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
• Fractional differencing in discrete time (Q5746753) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Parametric estimation of long memory in factor models (Q6108311) (← links)
• Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
• LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
• Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)