Pages that link to "Item:Q1914263"

The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):

Displaying 50 items.

• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
• Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
• Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
• Why Aggregate Long Memory Time Series? (Q3539877) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541) (← links)
• The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
• On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
• LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
• On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
• Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
• Parametric estimation for functional autoregressive processes on the sphere (Q5080405) (← links)
• True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• Long memory and data frequency in financial markets (Q5107421) (← links)
• Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
• Long-Range Dependent Curve Time Series (Q5130636) (← links)
• Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
• A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)