Pages that link to "Item:Q738169"
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The following pages link to Local polynomial Whittle estimation of perturbed fractional processes (Q738169):
Displaying 18 items.
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
- On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
