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Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier; Yajima, Yasutoshi - In: Econometric theory 18 (2002) 3, pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
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Parametric simplex algorithms for solving a special class of nonconvex minimization problems
Konno, Hiroshi - In: Journal of global optimization : an international … 1 (1991) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10001109027
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Efficient algorithms for solving rank two and rank three bilinear programming problems
Yajima, Yasutoshi - In: Journal of global optimization : an international … 1 (1991) 2, pp. 155-171
Persistent link: https://www.econbiz.de/10001111643
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Global minimization of a generalized convex multiplicative function
Konno, Hiroshi - In: Journal of global optimization : an international … 4 (1994) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10001158494
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Time series - Semiparametric estimation of the long-range parameter
Hidalgo, J.; Yajima, Y. - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 705-736
Persistent link: https://www.econbiz.de/10006552766
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Prediction and Signal Extraction of Strongly Dependent Processes in the Frequency Domain
Hidalgo, J.; Yajima, Y. - In: Econometric theory 18 (2002) 3, pp. 584-624
Persistent link: https://www.econbiz.de/10006973973
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Semiparametric estimation of the long-range parameter
Hidalgo, J.; Yajima, Y. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 705-736
Persistent link: https://www.econbiz.de/10005760197
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PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
Hidalgo, J.; Yajima, Y. - In: Econometric Theory 18 (2002) 03, pp. 584-624
Persistent link: https://www.econbiz.de/10005104608
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Prediction and signal extraction of strong dependent processess in the frequency domain
Hidalgo, Javier; Yajima, Y. - 2001
We frequently observe that one of the aims of time series analysts is to predict future values of the data. For weakly dependent data, when the model is known up to a finite set of parameters, its statistical properties are well documented and exhaustively examined. However, if the model was...
Persistent link: https://www.econbiz.de/10009439467
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Prediction and signal extraction of strong dependent processess in the frequency domain
Hidalgo, Javier; Yajima, Y. - London School of Economics (LSE) - 2001
We frequently observe that one of the aims of time series analysts is to predict future values of the data. For weakly dependent data, when the model is known up to a finite set of parameters, its statistical properties are well documented and exhaustively examined. However, if the model was...
Persistent link: https://www.econbiz.de/10010745059