Pages that link to "Item:Q1914263"
From MaRDI portal
The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):
Displaying 50 items.
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Spatial long memory (Q2195534) (← links)
- Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Gaussian semiparametric estimates on the unit sphere (Q2444658) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- Semiparametric estimation of spatial long-range dependence (Q2475780) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
