Pages that link to "Item:Q1298461"
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The following pages link to Non-stationary log-periodogram regression (Q1298461):
Displaying 20 items.
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- (Q5389657) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (Q5391311) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- A nonstationary and non-Gaussian moving average model for solar irradiance (Q6626435) (← links)
