Pages that link to "Item:Q4954303"
From MaRDI portal
The following pages link to NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION (Q4954303):
Displayed 14 items.
- Affine fractional stochastic volatility models (Q470522) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- The periodogram of an i.i.d. sequence. (Q1879538) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- Nonlinear functionals of the periodogram (Q4677008) (← links)
- Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)