The following pages link to (Q3827437):
Displayed 22 items.
- The change-of-variance function for dependent data (Q808574) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Estimation of the memory parameter of the infinite-source Poisson process (Q2465274) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)