James Whittle, Chartist Editor

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonstationarity-extended Whittle Estimation

For long memory time series models with uncorrelated but dependent errors, we establish the asymptotic normality of the Whittle estimator under mild conditions. Our framework includes the widely used FARIMA models with GARCH-type innovations. To cover nonstationary fractionally integrated processes, we extend the idea of Abadir, Distaso and Giraitis (2007, Journal of Econometrics 141, 13531384)...

متن کامل

Whittle Indexability in Egalitarian Processor Sharing Systems

The egalitarian processor sharing model is viewed as a restless bandit and its Whittle indexability is established. A numerical scheme for computing the Whittle indices is provided, along with supporting numerical experiments.

متن کامل

Multiple Local Whittle Estimation in Stationary Systems

Moving from univariate to bivariate jointly dependent long memory time series introduces a phase parameter ( ), at the frequency of principal interest, zero; for short memory series = 0 automatically. The latter case has also been stressed under long memory, along with the "fractional di¤erencing" case =( 2 1) =2; where 1; 2 are the memory parameters of the two series. We develop time domain co...

متن کامل

Exact Local Whittle Estimation of Fractional Integration∗

An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that does not rely on tapering or differencing prefilters. The resulting exact local Whittle estimator is shown to be consistent and to have the same N(0, 1 4 ) limit distribution for all values of d if the optimization covers an interval of ...

متن کامل

In Remembrance of Dr. Jared James Grantham, JASN's Founding Editor-in-Chief.

Jared James Grantham, the founding Editor-in-Chief of the Journal of the American Society of Nephrology (JASN), passed away peacefully on January 22, 2017 surrounded by his family and their love, and eulogized by an outpouring of remembrances and tributes as his passing became known. Born (1936), raised, and educated in Kansas, and with a professional career essentially centered at the Universi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Journal of the Rutgers University Libraries

سال: 2012

ISSN: 0036-0473

DOI: 10.14713/jrul.v41i2.1588