Pages that link to "Item:Q826961"

The following pages link to Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961):

Displaying 4 items.

• Optimal jackknife for unit root models (Q2344879) (← links)
• The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields (Q6204964) (← links)