Pages that link to "Item:Q3838319"

The following pages link to The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319):

Displaying 50 items.

• Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Unit root log periodogram regression (Q277158) (← links)
• Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• Filtered log-periodogram regression of long memory processes (Q715791) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
• Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
• Efficiency in estimation of memory (Q993829) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
• Tests of bias in log-periodogram regression (Q1036842) (← links)
• Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
• Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
• Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
• A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• Properties of nonlinear transformations of fractionally integrated processes. (Q1858966) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Bootstrapping the log-periodogram regression (Q1927723) (← links)
• Estimating memory parameter in the US inflation rate (Q1927805) (← links)
• Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Monotone spectral density estimation (Q2429936) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• Tests of long memory: a bootstrap approach (Q2575452) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)