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Semiparametric model building for regression models with time-varying parameters
Zhang, Ting - In: Journal of econometrics 187 (2015) 1, pp. 189-200
Persistent link: https://www.econbiz.de/10011498870
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The asymptotic codifference and covariation of log-fractional stable noise
Levy, Joshua B.; Taqqu, Murad S. - In: Journal of econometrics 181 (2014) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10010473427
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Estimators of long-memory : fourier versus wavelets
Fay͏̈, Gilles; Moulines, Eric; Roueff, François; … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003877962
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Infinite variance stable moving averages with long memory
Kokoszka, Piotr S.; Taqqu, Murad S. - In: Journal of econometrics 73 (1996) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10006793822
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Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, … - In: Journal of econometrics 151 (2009) 2, pp. 159-178
Persistent link: https://www.econbiz.de/10008899322
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Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10008280354