Pages that link to "Item:Q1400133"
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The following pages link to Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133):
Displaying 17 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Comparison of non-stationary time series in the frequency domain (Q1606106) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- On the solution nonlinear adjustment problems in the determination of frequencies in time series (Q2752647) (← links)
- Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series (Q3120657) (← links)
- SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
- Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
- The Estimation and Testing of the Cointegration Order Based on the Frequency Domain (Q6623222) (← links)
