Pages that link to "Item:Q2784955"
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The following pages link to Model selection for broadband semiparametric estimation of long memory in time series (Q2784955):
Displaying 12 items.
- Specification testing for regression models with dependent data (Q291110) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models (Q2740106) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036) (← links)
- Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← 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)
