Pages that link to "Item:Q1975523"
From MaRDI portal
The following pages link to Adaptive semiparametric estimation of the memory parameter. (Q1975523):
Displaying 20 items.
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
- Parameter estimation for energy balance models with memory (Q2942589) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
