Pages that link to "Item:Q4371853"
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The following pages link to Robustness of whittle-type estimators for time series with long-range dependence (Q4371853):
Displayed 15 items.
- A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- On fast generation of fractional Gaussian noise (Q959337) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)