Pages that link to "Item:Q4299036"
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The following pages link to AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036):
Displaying 29 items.
- Unit root log periodogram regression (Q277158) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
- Robust automatic bandwidth for long memory (Q2740037) (← links)
- Model selection for broadband semiparametric estimation of long memory in time series (Q2784955) (← links)
- A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319) (← links)
- The periodogram regression:correction and comments (Q4337127) (← links)
- Indirect inference for fractional time series models (Q4374348) (← links)
- Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Robust testing for stationarity of global surface temperature (Q5129025) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- Long memory and regime switching (Q5952029) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
- The Estimation and Testing of the Cointegration Order Based on the Frequency Domain (Q6623222) (← links)
