Pages that link to "Item:Q5754861"
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The following pages link to Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend (Q5754861):
Displaying 15 items.
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
