Browsing by Subject "Semiparametric estimation"

Browsing by Subject "Semiparametric estimation"

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  • Essays on fractional cointegration and spurious long memory 
    Afzal, Alia (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis contains four essays on fractional cointegration and spurious long memory following the introduction and related literature in the first chapter. Chapter 2 provides an analysis of fractional integration and ...
  • An overview of modified semiparametric memory estimation methods 
    Busch, Marie; Sibbertsen, Philipp (Basel : MDPI AG, 2018)
    Several modified estimation methods of the memory parameter have been introduced in the past years. They aim to decrease the upward bias of the memory parameter in cases of low frequency contaminations or an additive noise ...