Pages that link to "Item:Q5472965"
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The following pages link to A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter (Q5472965):
Displayed 25 items.
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Tests of bias in log-periodogram regression (Q1036842) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- The scaling function-based estimator of long memory in the presence of a short-term component (Q1927528) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059) (← links)
- Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields (Q6204964) (← links)