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  • Search: subject:"frequency domain estimators"
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Year of publication
Subject
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Estimation theory 3 Schätztheorie 3 Time series analysis 3 Zeitreihenanalyse 3 Long memory models 2 fractionally integrated processes 2 frequency-domain estimators 2 frequency-domain test 2 global warming 2 stationarity test 2 ARFIMA 1 ARMA model 1 ARMA-Modell 1 Climate change 1 Einheitswurzeltest 1 Estimation 1 Frequency domain estimators 1 Klimawandel 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mis-specified short memory dynamics 1 Pseudo-true parameter 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Stochastic process 1 Stochastischer Prozess 1 Time domain estimators 1 Unit root test 1 Whittle 1 conditional sum of squares 1 frequency domain estimators 1 pseudo-true parameter 1 time domain estimators 1
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Online availability
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Free 3 CC license 1 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 4
Author
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Mangat, Manveer Kaur 2 Martin, Gael M. 2 Nadarajah, K. 2 Poskitt, Donald Stephen 2 Reschenhofer, Erhard 2
Published in...
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Econometrics 1 Econometrics : open access journal 1 Journal of econometrics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Frequency-domain evidence for climate change
Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics 8 (2020) 3, pp. 1-15
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...
Persistent link: https://www.econbiz.de/10012696291
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Cover Image
Frequency-domain evidence for climate change
Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...
Persistent link: https://www.econbiz.de/10012265709
Saved in:
Cover Image
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - 2018
Persistent link: https://www.econbiz.de/10012583573
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Cover Image
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - In: Journal of econometrics 215 (2020) 2, pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
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