Pages that link to "Item:Q1010559"

The following pages link to Semiparametric estimation in perturbed long memory series (Q1010559):

Displaying 22 items.

• Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• The role of long memory in hedging effectiveness (Q1023640) (← links)
• Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
• Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Semiparametric exploration of long memory in stock prices (Q1918155) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
• SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields (Q6204964) (← links)
• On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)