Pages that link to "Item:Q2218620"
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The following pages link to Whittle-type estimation under long memory and nonstationarity (Q2218620):
Displaying 9 items.
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (Q5933673) (← links)