Pages that link to "Item:Q5933674"
From MaRDI portal
The following pages link to The average periodogram for nonstationary vector time series (Q5933674):
Displaying 14 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)