Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Shao, Xiaofeng
2011.
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS.
Econometric Theory,
Vol. 27,
Issue. 2,
p.
312.
SHAO, XIAOFENG
2012.
Parametric Inference in Stationary Time Series Models with Dependent Errors.
Scandinavian Journal of Statistics,
Vol. 39,
Issue. 4,
p.
772.
Lieberman, Offer
Rosemarin, Roy
and
Rousseau, Judith
2012.
ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES.
Econometric Theory,
Vol. 28,
Issue. 2,
p.
457.
Artiach, Miguel
and
Arteche, Josu
2012.
Doubly fractional models for dynamic heteroscedastic cycles.
Computational Statistics & Data Analysis,
Vol. 56,
Issue. 6,
p.
2139.
Yau, Chun Yip
and
Davis, Richard A.
2012.
Likelihood inference for discriminating between long‐memory and change‐point models.
Journal of Time Series Analysis,
Vol. 33,
Issue. 4,
p.
649.
Sousa-Vieira, M.E.
Suárez-González, A.
Fernández-Veiga, M.
López-Ardao, J.C.
and
López-García, C.
2013.
Model selection for long-memory processes in the spectral domain.
Computer Communications,
Vol. 36,
Issue. 13,
p.
1436.
de Truchis, Gilles
2013.
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.
Economic Modelling,
Vol. 34,
Issue. ,
p.
98.
Giraitis, Liudas
and
Koul, Hira L.
2013.
On asymptotic distributions of weighted sums of periodograms.
Bernoulli,
Vol. 19,
Issue. 5B,
Nielsen, Morten Ørregaard
2015.
Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models.
Journal of Time Series Analysis,
Vol. 36,
Issue. 2,
p.
154.
Sousa-Vieira, M E
2016.
Applicability of the Whittle estimator to non-stationary and non-linear long-memory processes.
Journal of Simulation,
Vol. 10,
Issue. 3,
p.
182.
Cheung, Ying Lun
and
Hassler, Uwe
2018.
Discontinuity of Fully Extended (Local) Whittle Estimation.
SSRN Electronic Journal ,
Gil-Alana, Luis A.
and
Trani, Tommaso
2018.
An Examination of Trade-Weighted Real Exchange Rates Based on Fractional Integration.
SSRN Electronic Journal ,
2018.
Time Series Analysis with Long Memory in View.
p.
245.
Caporale, Guglielmo Maria
Gil-Alana, Luis
and
Plastun, Alex
2019.
Long memory and data frequency in financial markets.
Journal of Statistical Computation and Simulation,
Vol. 89,
Issue. 10,
p.
1763.
Gil-Alana, Luis Alberiko
and
Trani, Tommaso
2019.
An examination of trade-weighted real exchange rates based on fractional integration.
International Economics,
Vol. 158,
Issue. ,
p.
64.
Arteche, Josu
2020.
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES.
Econometric Theory,
Vol. 36,
Issue. 6,
p.
1064.
Cheung, Ying Lun
2020.
Nonstationarity-extended Whittle estimation with discontinuity: A correction.
Economics Letters,
Vol. 187,
Issue. ,
p.
108914.
Cheung, Ying Lun
and
Hassler, Uwe
2020.
Whittle-type estimation under long memory and nonstationarity.
AStA Advances in Statistical Analysis,
Vol. 104,
Issue. 3,
p.
363.
Lam, Clifford
and
Souza, Pedro C.L.
2020.
Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model.
Journal of Business & Economic Statistics,
Vol. 38,
Issue. 3,
p.
693.
Boubacar Maïnassara, Yacouba
Esstafa, Youssef
and
Saussereau, Bruno
2021.
Estimating FARIMA models with uncorrelated but non-independent error terms.
Statistical Inference for Stochastic Processes,
Vol. 24,
Issue. 3,
p.
549.