Pages that link to "Item:Q1019941"

The following pages link to Estimation of fractional integration in the presence of data noise (Q1019941):

Displaying 30 items.

• Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
• Spurious regressions driven by excessive volatility (Q427122) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
• Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Estimating the fractionally integrated process in the presence of measurement errors (Q1292338) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Algebraic estimation for fractional integrals of noisy acceleration based on the behaviour of fractional derivatives at zero (Q2148025) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
• (Q2971501) (← links)
• Fractional Order Differentiation by Integration and Error Analysis in Noisy Environment (Q2982510) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
• Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
• MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
• ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
• Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)