Pages that link to "Item:Q840964"
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The following pages link to The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964):
Displaying 6 items.
- Detecting fuzzy periodic patterns in futures spreads (Q744771) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)