The following pages link to Pooled Log Periodogram Regression (Q4544839):
Displaying 13 items.
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Tests of bias in log-periodogram regression (Q1036842) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (Q1586577) (← links)
- An improvement of the GPH estimator. (Q1614831) (← links)
- The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
