//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Robinson, Peter M"
~subject:"frequency domain estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"dependence"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
frequency domain estimation
long-range dependence
6
Long-range dependence
4
Cross-sectional dependence
2
Nonparametric regression
2
Asymptotic theory
1
Conditional density estimation
1
Data-driven studentization
1
Frational Brownian motion
1
Functional central limit the- orem
1
Generalized least squares
1
Independence testing
1
Nonstationary processes
1
Optimal bandwidth
1
Panel data
1
Parameter estimation
1
Parametric estimation
1
Series estimation
1
Spatial data
1
Spatial dependence
1
Uniform rate of consistency
1
adaptive bandwidth selection
1
autocorrelation
1
autocorrelation-consistent variance estimation
1
bandwidth choice
1
central limit theorem
1
cointegration analysis
1
generalized least squares
1
least squares estimation
1
linear regression
1
long memory
1
lower bounds
1
narrow-band estimation
1
nonlinear regression
1
nonparametric regression
1
nonparametric testing
1
nonstationary fractional models
1
nonstationary long memory time series
1
nonstationary time series
1
optimal rates of convergence
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Robinson, Peter M
Velasco, Carlos
2
Robinson, Peter M.
1
Institution
All
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Published in...
All
STICERD - Econometrics Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)
Robinson, Peter M
;
Velasco, Carlos
-
Suntory and Toyota International Centres for Economics …
-
2000
and asumptotically normal in the presence of long-range
dependence
. Generalizing the definition of the memory parameter d …
Persistent link: https://www.econbiz.de/10005310352
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->