Pages that link to "Item:Q5697630"
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The following pages link to ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630):
Displayed 10 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
- FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)