Pages that link to "Item:Q5467619"

The following pages link to Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619):

Displaying 9 items.

• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Efficiency in estimation of memory (Q993829) (← links)
• Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
• On the invertibility of seasonally adjusted series (Q1695537) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
• Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)