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~subject:"adaptive estimation"
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Search: subject:"conditional sum of squares"
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adaptive estimation
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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fractional integration
9
Long memory
7
Estimation
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
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Schätzung
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conditional sum of squares
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conditional sum-of-squares
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quasi-maximum likelihood estimation
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Heteroscedasticity
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Heteroskedastizität
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heteroskedasticity
5
ARCH model
4
ARCH-Modell
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Bootstrap approach
4
Bootstrap-Verfahren
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long memory
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(un)conditional heteroskedasticity
3
Gegenbauer polynomial
3
Whittle
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Whittle estimation
3
conditional-sum-of-squares estimator
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consistency
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fractional time series
3
likelihood inference
3
nonstationary
3
uniform convergence
3
wild bootstrap
3
Asymptotic normality
2
Capital income
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Conditional sum of squares
2
Conditional sum of squares estimation
2
Conditional sum-of-squares
2
Factor analysis
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Factor models
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English
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Cavaliere, Giuseppe
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Nielsen, Morten Ørregaard
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Taylor, Robert
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Taylor, A.M. Robert
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CREATES research paper
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Queen's Economics Department Working Paper
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Queen's Economics Department working paper
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EconStor
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2017
conditional and unconditional heteroskedasticity of unknown form. Although the standard
conditional
sum-of-squares
(CSS) estimator …
Persistent link: https://www.econbiz.de/10011939441
Saved in:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2017
conditional and unconditional heteroskedasticity of unknown form. Although the standard
conditional
sum-of-squares
(CSS) estimator …
Persistent link: https://www.econbiz.de/10011756074
Saved in:
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