Academic literature on the topic 'Log periodogram'
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Journal articles on the topic "Log periodogram"
Velasco, Carlos. "NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION." Econometric Theory 16, no. 1 (2000): 44–79. http://dx.doi.org/10.1017/s0266466600161031.
Full textNam, Gilnam, Sinsup Cho, and In-Kwon Yeo. "Bootstrapping Log Periodogram Regression." Communications for Statistical Applications and Methods 10, no. 3 (2003): 1047–56. http://dx.doi.org/10.5351/ckss.2003.10.3.1047.
Full textSHIMOTSU, KATSUMI, and PETER C. B. PHILLIPS. "Pooled Log Periodogram Regression." Journal of Time Series Analysis 23, no. 1 (2002): 57–93. http://dx.doi.org/10.1111/1467-9892.00575.
Full textVelasco, Carlos. "Non-stationary log-periodogram regression." Journal of Econometrics 91, no. 2 (1999): 325–71. http://dx.doi.org/10.1016/s0304-4076(98)00080-3.
Full textArteche, J., and J. Orbe. "Bootstrapping the log-periodogram regression." Economics Letters 86, no. 1 (2005): 79–85. http://dx.doi.org/10.1016/j.econlet.2004.06.011.
Full textPhillips, Peter C. B. "Unit root log periodogram regression." Journal of Econometrics 138, no. 1 (2007): 104–24. http://dx.doi.org/10.1016/j.jeconom.2006.05.017.
Full textNeagu, Radu, and Igor Zurbenko. "Algorithm for adaptively smoothing the log-periodogram." Journal of the Franklin Institute 340, no. 2 (2003): 103–23. http://dx.doi.org/10.1016/s0016-0032(03)00014-0.
Full textDavidson, James, and Philipp Sibbertsen. "Tests of bias in log-periodogram regression." Economics Letters 102, no. 2 (2009): 83–86. http://dx.doi.org/10.1016/j.econlet.2008.11.020.
Full textHurvich, Clifford M., and Philippe Soulier. "TESTING FOR LONG MEMORY IN VOLATILITY." Econometric Theory 18, no. 6 (2002): 1291–308. http://dx.doi.org/10.1017/s0266466602186014.
Full textFeng, Yuanhua, and Jan Beran. "Filtered Log-Periodogram Regression of Long Memory Processes." Journal of Statistical Theory and Practice 3, no. 4 (2009): 777–93. http://dx.doi.org/10.1080/15598608.2009.10411959.
Full textDissertations / Theses on the topic "Log periodogram"
Zhou, Yinghui. "Estimating the fractional differencing parameter, d, of a long memory time series and simulating stationary and invertible time series." Thesis, University of East Anglia, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323223.
Full textHardouin, Cécile. "Quelques resultats nouveaux en statistique des processus : contraste fort, regression a residus a longue portee, estimation par log-periodogramme." Paris 7, 1992. http://www.theses.fr/1992PA077084.
Full textBooks on the topic "Log periodogram"
Wright, Jonathan H. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. Federal Reserve Board, 2000.
Find full textBook chapters on the topic "Log periodogram"
"Properties of the DFT and the Periodogram." In Large Sample Inference for Long Memory Processes. IMPERIAL COLLEGE PRESS, 2012. http://dx.doi.org/10.1142/9781848162792_0005.
Full textConference papers on the topic "Log periodogram"
Yoshida, Hisashi, Isao Fujimoto, and Sho Kikkawa. "A spectral estimation method by non-equinterval smoothing of log periodogram." In Optical Engineering + Applications, edited by Franklin T. Luk. SPIE, 2008. http://dx.doi.org/10.1117/12.801741.
Full textDeng, Lu, and Yingruolan Li. "Bandwidth choice of log-periodogram estimators with short-term noise in long memory series." In 2011 Eighth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2011). IEEE, 2011. http://dx.doi.org/10.1109/fskd.2011.6019756.
Full textKo, Marwin, Brandon Stark, Monica Barbadillo, and YangQuan Chen. "An Evaluation of Three Approaches Using Hurst Estimation to Differentiate Between Normal and Abnormal HRV." In ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-46966.
Full textSheng, Hu, and YangQuan Chen. "Robustness Analysis of the Estimators for Noisy Long-Range Dependent Time Series." In ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86866.
Full textKharyton, Vsevolod, Grigorios Dimitriadis, and Colin Defise. "A Discussion on the Advancement of Blade Tip Timing Data Processing." In ASME Turbo Expo 2017: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/gt2017-63138.
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