Pages that link to "Item:Q289222"
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The following pages link to Nonstationarity-extended local Whittle estimation (Q289222):
Displaying 5 items.
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
- Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)