Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long‐memory Parameter

Journal of Forecasting - United Kingdom
doi 10.1002/(sici)1099-131x(199901)18:1<17::aid-for686>3.3.co;2-d
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley-Blackwell

Related search

Estimating Hierarchical Constructs Using Consistent Partial Least Squares

Industrial Management and Data Systems
Industrial RelationsIndustrialManufacturing EngineeringStrategyComputer Science ApplicationsManagementManagement Information Systems
2017English

Distribution Theory of the Least Squares Averaging Estimator

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

Ordinary Least Squares as a Method of Measurement

1989English

Computing Ordinary Least-Squares Parameter Estimates for the National Descriptive Model of Mercury in Fish

Techniques and Methods
2013English

Parameter Estimation of Least Squares Collocation

2016English

Analysis of Quantile Regression as Alternative to Ordinary Least Squares

International Journal of Advanced Statistics and Probability
2015English

Consistent Directions of the Least Squares Estimators in Linear Models.

1982English

A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter

JOURNAL OF THE JAPAN STATISTICAL SOCIETY
2008English

Equivariant Adjusted Least Squares Estimator in Two-Line Fitting Model

Modern Stochastics: Theory and Applications
ModelingStatisticsUncertaintyProbabilitySimulation
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy