Semiparametric estimation in perturbed long memory series
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference22 articles.
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1. Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields;Communications in Statistics - Simulation and Computation;2021-11-28
2. Bootstrapping long memory time series: Application in low frequency estimators;Econometrics and Statistics;2021-07
3. Whittle-type estimation under long memory and nonstationarity;AStA Advances in Statistical Analysis;2019-10-30
4. Local Whittle estimation of long memory: Standard versus bias-reducing techniques;Econometrics and Statistics;2019-10
5. An Overview of Modified Semiparametric Memory Estimation Methods;Econometrics;2018-03-12
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