Pages that link to "Item:Q1914263"
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The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):
Displaying 50 items.
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (Q1586577) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- The periodogram of an i.i.d. sequence. (Q1879538) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Short and long memory in stock returns data (Q1925895) (← links)
- Long memory or structural changes: an empirical examination on inflation rates (Q1927900) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Needlet-Whittle estimates on the unit sphere (Q1951129) (← links)
- Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
