Pages that link to "Item:Q2583420"
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The following pages link to Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420):
Displaying 18 items.
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Adaptive inference on pure spatial models (Q2173187) (← links)
- Spatial long memory (Q2195534) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS (Q3652624) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
