McElroy, Tucker; Politis, Dimitris N. Estimating the spectral density at frequencies near zero. (English) Zbl 07820407 J. Am. Stat. Assoc. 119, No. 545, 612-624 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Matsuoka, Danilo H.; Torrent, Hudson S. Nonparametric estimation of a smooth trend in the presence of a periodic sequence. (English) Zbl 1512.62047 J. Stat. Plann. Inference 225, 202-218 (2023). MSC: 62G08 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Degui; Robinson, Peter M.; Shang, Han Lin Local Whittle estimation of long-range dependence for functional time series. (English) Zbl 1476.62188 J. Time Ser. Anal. 42, No. 5-6, 685-695 (2021). MSC: 62M10 62H25 62R10 60G18 60B12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Degui; Robinson, Peter M.; Shang, Han Lin Long-range dependent curve time series. (English) Zbl 1445.62231 J. Am. Stat. Assoc. 115, No. 530, 957-971 (2020). MSC: 62M10 62H25 62R10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Xuexin A general approach to conditional moment specification testing with projections. (English) Zbl 1490.62488 Econom. Rev. 37, No. 2, 140-165 (2018). MSC: 62P20 62M10 62F03 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Asai, Manabu; McAleer, Michael A fractionally integrated Wishart stochastic volatility model. (English) Zbl 1524.62505 Econom. Rev. 36, No. 1-3, 42-59 (2017). MSC: 62P05 62M10 60G22 60H10 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lee, Jungyoon; Robinson, Peter M. Series estimation under cross-sectional dependence. (English) Zbl 1419.62515 J. Econom. 190, No. 1, 1-17 (2016). MSC: 62P20 62M10 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Velasco, Carlos; Wang, Xuexin A joint portmanteau test for conditional mean and variance time-series models. (English) Zbl 1311.62156 J. Time Ser. Anal. 36, No. 1, 39-60 (2015). MSC: 62M10 62J20 62M07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sun, Yixiao; Kim, Min Seong Simple and powerful GMM over-identification tests with accurate size. (English) Zbl 1441.62881 J. Econom. 166, No. 2, 267-281 (2012). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Nonlinear spectral density estimation: thresholding the correlogram. (English) Zbl 1301.62041 J. Time Ser. Anal. 33, No. 3, 386-397 (2012). MSC: 62G07 62M15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Robinson, P. M. Asymptotic theory for nonparametric regression with spatial data. (English) Zbl 1441.62853 J. Econom. 165, No. 1, 5-19 (2011). MSC: 62P20 62M10 62M30 62G08 60F05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Yixiao Robust trend inference with series variance estimator and testing-optimal smoothing parameter. (English) Zbl 1441.62880 J. Econom. 164, No. 2, 345-366 (2011). MSC: 62P20 62M10 62M15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas Two estimators of the long-run variance: beyond short memory. (English) Zbl 1429.62378 J. Econom. 150, No. 1, 56-70 (2009). MSC: 62M10 62G05 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Guggenberger, Patrik; Smith, Richard J. Generalized empirical likelihood tests in time series models with potential identification failure. (English) Zbl 1418.62325 J. Econom. 142, No. 1, 134-161 (2008). MSC: 62M10 62G10 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Müller, Ulrich K. A theory of robust long-run variance estimation. (English) Zbl 1418.62342 J. Econom. 141, No. 2, 1331-1352 (2007). MSC: 62M10 62F35 60F17 62M15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Robinson, P. M. Nonparametric spectrum estimation for spatial data. (English) Zbl 1104.62036 J. Stat. Plann. Inference 137, No. 3, 1024-1034 (2007). MSC: 62G07 62M30 62M15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yuan, Ao; Yang, Yimin A Markov chain sampler for contingency table exact inference. (English) Zbl 1089.62064 Comput. Stat. 20, No. 1, 63-80 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62H17 92D10 65C40 62-08 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Hidalgo, Javier An alternative bootstrap to moving blocks for time series regression models. (English) Zbl 1029.62041 J. Econom. 117, No. 2, 369-399 (2003). MSC: 62G09 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Robinson, Peter M.; Henry, Marc Higher-order kernel semiparametric M-estimation of long memory. (English) Zbl 1023.62106 J. Econom. 114, No. 1, 1-27 (2003). MSC: 62P05 62G05 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ripley, B. D. Simulation methodology - an introduction for queueing theorists. (English) Zbl 0665.65100 Queueing Syst. 3, No. 3, 201-220 (1988). Reviewer: S.V.Stefănescu MSC: 65C99 62M10 60K25 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Ripley, B. D. Uses and abuses of statistical simulation. (English) Zbl 0646.65003 Math. Program., Ser. B 42, No. 1, 53-68 (1988). Reviewer: Minh Do Le MSC: 65C20 65C99 65C10 60K25 62F10 × Cite Format Result Cite Review PDF Full Text: DOI