Pages that link to "Item:Q4324815"
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The following pages link to ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES (Q4324815):
Displaying 50 items.
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Estimating the fractionally integrated process in the presence of measurement errors (Q1292338) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
- Generalized inverse extrapolation of stochastic processes by an aggregate of continuous discrete observations with memory (Q1386990) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- Fractional discrete-time diffusion equation with uncertainty: applications of fuzzy discrete fractional calculus (Q2151035) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- An efficient taper for potentially overdifferenced long-memory time series (Q2703252) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (Q4272767) (← links)
- Indirect inference for fractional time series models (Q4374348) (← links)
- The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality (Q4609623) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
