Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
Year of publication: |
[2008]
|
---|---|
Authors: | Hurvich, Clifford M. |
Other Persons: | Lang, Gabriel (contributor) ; Soulier, Philippe (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Additive nonparametric regression for time series
Smith, Michael S., (1996)
-
Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg, (1998)
-
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy, (1999)
- More ...
-
Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford M., (2005)
-
Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
Hurvich, Clifford, (2005)
-
Convergence de mesures spectrales aléatoires et applications à des principes d'invariance
Lang, Gabriel, (2000)
- More ...