Pages that link to "Item:Q5473022"
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The following pages link to Adaptive Local Polynomial Whittle Estimation of Long-range Dependence (Q5473022):
Displaying 15 items.
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← 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)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
