The following pages link to Efficiency in estimation of memory (Q993829):
Displaying 4 items.
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- How Efficient Can Memory Checking Be? (Q3611785) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)