Pages that link to "Item:Q4371853"

The following pages link to Robustness of whittle-type estimators for time series with long-range dependence (Q4371853):

Displaying 21 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• Confidence intervals for long memory regressions (Q947197) (← links)
• On fast generation of fractional Gaussian noise (Q959337) (← links)
• Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
• Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
• Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← 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)
• Estimation of hurst parameter and minimum variance spectrum (Q5204427) (← links)
• Structural changes estimation for strongly dependent processes (Q5218917) (← links)
• Piecewise FARIMA models for long-memory time series (Q5300822) (← links)