Semiparametric inference in correlated long memory signal plus noise models
Year of publication: |
2012
|
---|---|
Authors: | Arteche, Josu |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 4/6, p. 440-474
|
Subject: | Induktive Statistik | Statistical inference | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Theorie | Theory |
-
Identification and inference in ascending auctions with correlated private values
Aradillas-López, Andrés, (2013)
-
Semiparametric inference in correlated long memory signal plus noise models
Arteche, Josu, (2010)
-
Nonparametric causal inference with functional covariates
Kurisu, Daisuke, (2023)
- More ...
-
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu, (2021)
-
Spatial Integration in the Spanish Mackerel Market
García-Enríquez, Javier, (2014)
-
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Reisen, Valdério A., (2014)
- More ...