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~subject:"Local Whittle estimator"
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Local Whittle estimator
Whittle estimator
10
Estimation theory
8
Schätztheorie
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Long memory
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Time series analysis
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Zeitreihenanalyse
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local Whittle estimator
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Estimation
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Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Realized variance
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semiparametric estimation
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ARFIMA model
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Cyclical data
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Fractional integration
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Local Whittle Estimator and Crude oil prices
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Long memory stochastic volatility
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Oil price
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Statistical error
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Statistischer Fehler
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bootstrap algorithms
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spectral density functions
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strong and weak dependence
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Barassi, Marco R.
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Rossi, Eduardo
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Santucci de Magistris, Paolo
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Spagnolo, Nicola
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Tan, Jijun
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Zhang, Dayong
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Zhao, Yuqian
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Econometric reviews
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
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Fractional integration versus structural change : testing the convergence of CO2 emissions
Barassi, Marco R.
;
Spagnolo, Nicola
;
Zhao, Yuqian
- In:
Environmental & resource economics : the official …
71
(
2018
)
4
,
pp. 923-968
Persistent link: https://www.econbiz.de/10012023534
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2
Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong
;
Barassi, Marco R.
;
Tan, Jijun
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
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3
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
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