Pages that link to "Item:Q4221794"

The following pages link to CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES (Q4221794):

Displaying 8 items.

• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (Q5234447) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)