The following pages link to (Q4682143):
Displayed 22 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)