Pages that link to "Item:Q4541343"

The following pages link to Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series (Q4541343):

Displaying 50 items.

• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
• Sign tests for long-memory time series (Q265025) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Spatial long memory (Q2195534) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
• A simple test for the equality of integration orders (Q2439794) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Distribution-free tests for time series models specification (Q2630201) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
• Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)