Pages that link to "Item:Q1906201"
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The following pages link to Log-periodogram regression of time series with long range dependence (Q1906201):
Displaying 50 items.
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- Estimation of mis-specified long memory models (Q278055) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Fractional integration and the volatility of UK interest rates (Q694912) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
