Pages that link to "Item:Q4272767"

The following pages link to ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (Q4272767):

Displaying 50 items.

• Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
• Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
• Filtered log-periodogram regression of long memory processes (Q715791) (← links)
• Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
• Semiparametric estimation in perturbed long memory series (Q1010559) (← 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)
• An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← 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)
• An improvement of the GPH estimator. (Q1614831) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← 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)
• State space modeling of long-memory processes (Q1807089) (← links)
• Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) (← links)
• Bootstrapping the log-periodogram regression (Q1927723) (← links)
• Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• Empirical likelihood in long-memory time series models (Q2930886) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• Random time series in astronomy (Q2955474) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319) (← links)
• ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES (Q4324815) (← links)
• Identification of fractional differencing autoregressive models^† (Q4337090) (← links)
• The periodogram regression:correction and comments (Q4337127) (← links)
• Indirect inference for fractional time series models (Q4374348) (← links)
• The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
• THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
• <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
• GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
• LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
• Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model (Q4929205) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Robust testing for stationarity of global surface temperature (Q5129025) (← links)
• A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• (Q5389657) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)