Whittle pseudo-maximum likelihood estimation for nonstationary time series

Aspects of non-linear time series analysis

Moeanaddin, R

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX88251 / BLDSC - British Library Do...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Discriminant analysis of time series

Chan, H.T

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:DX172669 / BLDSC - British Library D...

Whittle pseudo-maximum likelihood estimation for nonstationary time series

Velasco, Carlos
Robinson, Peter M.

December 2000

Whittle pseudo-maximum likelihood estimates of parameters for stationary time series have been found...

Efficient estimation of nonstationary time series regression

Harvey, A.
Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--12) / BLDSC - ...

Nonparametric estimation of time-varying parameters

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--8) / BLDSC - B...

Semiparametric methods for time series

Robinson, P
London School of Economics (United Kingdom)

January 1991

Available from British Library Document Supply Centre-DSC:3597.1789(R.39) / BLDSC - British Library ...

Nonparametric estimation with aggregated data

Linton, O.Whang, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/397) / BLDSC - British Li...

Recursive identification, estimation and forecasting of non-stationary time series

Ng, C.N

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:DX84577 / BLDSC - British Library Do...

A wavelet whittle estimator of the memory parameter of a nonstationary gaussian time series, The Annals of Statistics

E. Moulines
F. Roueff
M. S. Taqqu

February 2015

We consider a time series X = {Xk, k ∈ Z} with memory param-eter d0 ∈R. This time series is either s...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Estimation of time series models with incomplete data

Penzer, J

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN003719 / BLDSC - British Library D...

Nonparametric estimation with strongly dependent multivariate time-series

Hidalgo, J
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/296) / BLD...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Aspects of non-linear time series analysis

Moeanaddin, R

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX88251 / BLDSC - British Library Do...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Discriminant analysis of time series

Chan, H.T

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:DX172669 / BLDSC - British Library D...

Whittle pseudo-maximum likelihood estimation for nonstationary time series

Velasco, Carlos
Robinson, Peter M.

December 2000

Whittle pseudo-maximum likelihood estimates of parameters for stationary time series have been found...

Efficient estimation of nonstationary time series regression

Harvey, A.
Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--12) / BLDSC - ...

Nonparametric estimation of time-varying parameters

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--8) / BLDSC - B...

Semiparametric methods for time series

Robinson, P
London School of Economics (United Kingdom)

January 1991

Available from British Library Document Supply Centre-DSC:3597.1789(R.39) / BLDSC - British Library ...

Nonparametric estimation with aggregated data

Linton, O.Whang, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/397) / BLDSC - British Li...

Recursive identification, estimation and forecasting of non-stationary time series

Ng, C.N

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:DX84577 / BLDSC - British Library Do...

A wavelet whittle estimator of the memory parameter of a nonstationary gaussian time series, The Annals of Statistics

E. Moulines
F. Roueff
M. S. Taqqu

February 2015

We consider a time series X = {Xk, k ∈ Z} with memory param-eter d0 ∈R. This time series is either s...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Estimation of time series models with incomplete data

Penzer, J

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN003719 / BLDSC - British Library D...

Nonparametric estimation with strongly dependent multivariate time-series

Hidalgo, J
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/296) / BLD...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Aspects of non-linear time series analysis

Moeanaddin, R

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX88251 / BLDSC - British Library Do...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Discriminant analysis of time series

Chan, H.T

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:DX172669 / BLDSC - British Library D...

Whittle pseudo-maximum likelihood estimation for nonstationary time series

Abstract

Extracted data

Whittle pseudo-maximum likelihood estimation for nonstationary time series

Abstract

Extracted data

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