Pages that link to "Item:Q1914263"

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

Displaying 50 items.

• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Exact local Whittle estimation of fractional integration (Q2583422) (← links)
• Inference on transformed stationary time series (Q2628839) (← links)
• Long memory and long run variation (Q2628841) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• Identify the characteristic in the evolution of the causality between the gold and dollar (Q2700293) (← links)
• Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models (Q2742778) (← links)
• Parameter estimation of stochastic process with long-range dependence and intermittency (Q2759336) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
• Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• (Q2971501) (← links)
• Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• A novel Bayesian approach to estimate long memory parameter (Q3390609) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
• A Note on Whittle's Likelihood (Q3424293) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
• Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)