Pages that link to "Item:Q2242857"
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The following pages link to Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857):
Displaying 4 items.
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)