Matches in SemOpenAlex for { <https://semopenalex.org/work/W2128131501> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W2128131501 endingPage "614" @default.
- W2128131501 startingPage "569" @default.
- W2128131501 abstract "The local Whittle (or Gaussian semiparametric) estimator of long range dependence, proposed by Kunsch (1987) and analyzed by Robinson (1995a), has a relatively slow rate of convergence and a finite sample bias that can be large. In this paper, we generalize the local Whittle estimator to circumvent these problems. Instead of approximating the short-run component of the spectrum, ϕ(λ)� by a constant in a shrinking neighborhood of frequency zero, we approximate its logarithm by a polynomial. This leads to a “local polynomial Whittle” (LPW) estimator. We specify a data-dependent adaptive procedure that adjusts the degree of the polynomial to the smoothness of ϕ(λ) at zero and selects the bandwidth. The resulting “adaptive LPW” estimator is shown to achieve the optimal rate of convergence, which depends on the smoothness of ϕ(λ) at zero, up to a logarithmic factor." @default.
- W2128131501 created "2016-06-24" @default.
- W2128131501 creator A5037463079 @default.
- W2128131501 creator A5042811067 @default.
- W2128131501 date "2004-03-01" @default.
- W2128131501 modified "2023-10-15" @default.
- W2128131501 title "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence" @default.
- W2128131501 cites W1973694910 @default.
- W2128131501 cites W1979252774 @default.
- W2128131501 cites W1986372184 @default.
- W2128131501 cites W2000634581 @default.
- W2128131501 cites W2006014088 @default.
- W2128131501 cites W2012886047 @default.
- W2128131501 cites W2012897179 @default.
- W2128131501 cites W2027851039 @default.
- W2128131501 cites W2031103733 @default.
- W2128131501 cites W2057032881 @default.
- W2128131501 cites W2063827883 @default.
- W2128131501 cites W2065541420 @default.
- W2128131501 cites W2071219923 @default.
- W2128131501 cites W2083294945 @default.
- W2128131501 cites W2090879268 @default.
- W2128131501 cites W2095944091 @default.
- W2128131501 cites W2141195893 @default.
- W2128131501 cites W2141689601 @default.
- W2128131501 cites W2141930718 @default.
- W2128131501 cites W2569439803 @default.
- W2128131501 cites W2788899327 @default.
- W2128131501 cites W3121931502 @default.
- W2128131501 cites W3122961312 @default.
- W2128131501 cites W4247199593 @default.
- W2128131501 doi "https://doi.org/10.1111/j.1468-0262.2004.00501.x" @default.
- W2128131501 hasPublicationYear "2004" @default.
- W2128131501 type Work @default.
- W2128131501 sameAs 2128131501 @default.
- W2128131501 citedByCount "122" @default.
- W2128131501 countsByYear W21281315012012 @default.
- W2128131501 countsByYear W21281315012013 @default.
- W2128131501 countsByYear W21281315012014 @default.
- W2128131501 countsByYear W21281315012015 @default.
- W2128131501 countsByYear W21281315012016 @default.
- W2128131501 countsByYear W21281315012017 @default.
- W2128131501 countsByYear W21281315012018 @default.
- W2128131501 countsByYear W21281315012019 @default.
- W2128131501 countsByYear W21281315012020 @default.
- W2128131501 countsByYear W21281315012021 @default.
- W2128131501 countsByYear W21281315012022 @default.
- W2128131501 countsByYear W21281315012023 @default.
- W2128131501 crossrefType "journal-article" @default.
- W2128131501 hasAuthorship W2128131501A5037463079 @default.
- W2128131501 hasAuthorship W2128131501A5042811067 @default.
- W2128131501 hasBestOaLocation W21281315012 @default.
- W2128131501 hasConcept C126255220 @default.
- W2128131501 hasConcept C127413603 @default.
- W2128131501 hasConcept C134306372 @default.
- W2128131501 hasConcept C146978453 @default.
- W2128131501 hasConcept C149782125 @default.
- W2128131501 hasConcept C162324750 @default.
- W2128131501 hasConcept C187736073 @default.
- W2128131501 hasConcept C204323151 @default.
- W2128131501 hasConcept C28826006 @default.
- W2128131501 hasConcept C33923547 @default.
- W2128131501 hasConcept C90119067 @default.
- W2128131501 hasConcept C96250715 @default.
- W2128131501 hasConceptScore W2128131501C126255220 @default.
- W2128131501 hasConceptScore W2128131501C127413603 @default.
- W2128131501 hasConceptScore W2128131501C134306372 @default.
- W2128131501 hasConceptScore W2128131501C146978453 @default.
- W2128131501 hasConceptScore W2128131501C149782125 @default.
- W2128131501 hasConceptScore W2128131501C162324750 @default.
- W2128131501 hasConceptScore W2128131501C187736073 @default.
- W2128131501 hasConceptScore W2128131501C204323151 @default.
- W2128131501 hasConceptScore W2128131501C28826006 @default.
- W2128131501 hasConceptScore W2128131501C33923547 @default.
- W2128131501 hasConceptScore W2128131501C90119067 @default.
- W2128131501 hasConceptScore W2128131501C96250715 @default.
- W2128131501 hasIssue "2" @default.
- W2128131501 hasLocation W21281315011 @default.
- W2128131501 hasLocation W21281315012 @default.
- W2128131501 hasLocation W21281315013 @default.
- W2128131501 hasLocation W21281315014 @default.
- W2128131501 hasOpenAccess W2128131501 @default.
- W2128131501 hasPrimaryLocation W21281315011 @default.
- W2128131501 hasRelatedWork W1519970947 @default.
- W2128131501 hasRelatedWork W2216265843 @default.
- W2128131501 hasRelatedWork W2293504828 @default.
- W2128131501 hasRelatedWork W2342695897 @default.
- W2128131501 hasRelatedWork W2369828856 @default.
- W2128131501 hasRelatedWork W2382330008 @default.
- W2128131501 hasRelatedWork W2563559453 @default.
- W2128131501 hasRelatedWork W2576994247 @default.
- W2128131501 hasRelatedWork W2608353378 @default.
- W2128131501 hasRelatedWork W4383503847 @default.
- W2128131501 hasVolume "72" @default.
- W2128131501 isParatext "false" @default.
- W2128131501 isRetracted "false" @default.
- W2128131501 magId "2128131501" @default.
- W2128131501 workType "article" @default.