The following pages link to Pooled Log Periodogram Regression (Q4544839):
Displayed 8 items.
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Tests of bias in log-periodogram regression (Q1036842) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)