Pages that link to "Item:Q4939805"
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The following pages link to Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805):
Displaying 25 items.
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Tests of bias in log-periodogram regression (Q1036842) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
- Persistent regimes and extreme events of the North Atlantic atmospheric circulation (Q2955502) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319) (← links)
- AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036) (← links)
- Pooled Log Periodogram Regression (Q4544839) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630) (← links)
