Pages that link to "Item:Q4653557"
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The following pages link to EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557):
Displayed 9 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- (Q2971501) (← links)
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)