Pages that link to "Item:Q3827437"
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The following pages link to Statistical aspects of self-similar processes (Q3827437):
Displaying 50 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- The change-of-variance function for dependent data (Q808574) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Stochastic models for fractal processes (Q1304354) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- Estimating self-similarity through complex variations (Q1950866) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
