Pages that link to "Item:Q2740106"
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The following pages link to Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models (Q2740106):
Displaying 28 items.
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Semiparametric analysis of long-memory time series (Q1327856) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- The estimation of misspecified long memory models (Q2511781) (← links)
- Model selection for broadband semiparametric estimation of long memory in time series (Q2784955) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773) (← links)
- On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- Not all long‐memory estimators are born equal: The case of nonstationary functional time series (Q5094301) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- Space‐time modelling of trends in temperature series (Q5495684) (← links)
- Long memory conditional random fields on regular lattices (Q6626607) (← links)
