Pages that link to "Item:Q4979496"
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The following pages link to MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496):
Displaying 18 items.
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- A modified test against spurious long memory (Q1663949) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
