Pages that link to "Item:Q1914263"

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

Displaying 47 items.

• Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
• A Note on Bayesian Inference for Long-Range Dependence of a Stationary Two-State Process (Q5266593) (← links)
• Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
• Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory (Q5283082) (← links)
• Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence (Q5298843) (← links)
• Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
• Fractional integration and data frequency (Q5306326) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• (Q5389647) (← links)
• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
• Statistical challenges in microrheology (Q5397947) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• Comparative evaluation of semiparametric long-memory estimators (Q5475370) (← links)
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors (Q5481739) (← links)
• LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
• LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
• AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
• ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630) (← links)
• MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
• Fractional differencing in discrete time (Q5746753) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
• A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
• Waves and persistence in merger and acquisition activity (Q5940745) (← links)
• Semiparametric fractional cointegration analysis (Q5952032) (← links)
• Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
• Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
• Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
• Time series modeling of paleoclimate data (Q6179614) (← links)
• A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
• Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
• Comparison of standard long memory time series (Q6564309) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
• A nonstationary and non-Gaussian moving average model for solar irradiance (Q6626435) (← links)
• Long memory conditional random fields on regular lattices (Q6626607) (← links)
• Fractionally integrated curve time series with cointegration (Q6635575) (← links)
• Test of change point versus long-range dependence in functional time series (Q6641042) (← links)
• Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)