estimation algorithm. In an empirical application the Markov-STAR model is applied to the real exchange rates of 18 countries. In …

Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to … performance of nine semiparametric estimation methods. Among them are two standard methods, four modified approaches to account … the log-absolute return series of the S&P 500 shows that the estimation results combined with a long-memory test indicate …

Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to … performance of nine semiparametric estimation methods. Among them are two standard methods, four modified approaches to account … the log-absolute return series of the S&P 500 shows that the estimation results combined with a long-memory test indicate …

Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to … performance of nine semiparametric estimation methods. Among them are two standard methods, four modified approaches to account … the log-absolute return series of the S&P 500 shows that the estimation results combined with a long-memory test indicate …

Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to … performance of nine semiparametric estimation methods. Among them are two standard methods, four modified approaches to account … the log-absolute return series of the S&P 500 shows that the estimation results combined with a long-memory test indicate …

method is based on the comparison of standard log-periodogram regression estimation of the memory parameter with its tapered …