Pages that link to "Item:Q1879948"
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The following pages link to Local Whittle estimation in nonstationary and unit root cases. (Q1879948):
Displaying 47 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- 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)
- The effect of round-off error on long memory processes (Q905390) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
- Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← 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)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Fractional differencing in discrete time (Q5746753) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
- Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
- Fractionally integrated curve time series with cointegration (Q6635575) (← links)
