The following pages link to Per Frederiksen (Q738167):
Displayed 3 items.
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)