Pages that link to "Item:Q3942258"
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The following pages link to On estimation of the integrals of the fourth order cumulant spectral density (Q3942258):
Displaying 22 items.
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (Q3197169) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- Sur un test d'égalité des autocovariances de deux séries chronologiques (Q3685896) (← links)
- Integrated marked Poisson processes with application to image correlation spectroscopy (Q4358888) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
