Pages that link to "Item:Q1922368"

The following pages link to Averaged periodogram estimation of long memory (Q1922368):

Displaying 50 items.

• Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Long memory estimation for complex-valued time series (Q149485) (← links)
• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
• Spurious regression (Q609686) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
• Semiparametric analysis of long-memory time series (Q1327856) (← links)
• Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
• Variance-type estimation of long memory (Q1593608) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) (← links)
• Semiparametric exploration of long memory in stock prices (Q1918155) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity (Q2744934) (← links)
• Model selection for broadband semiparametric estimation of long memory in time series (Q2784955) (← links)
• Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
• Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036) (← links)
• Learning of periodic signals-an averaging analysis (Q4361368) (← links)
• A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes (Q4828163) (← links)
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
• Nonparametric beta kernel estimator for long and short memory time series (Q5094349) (← links)
• (Q5101767) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)