European University Institute Library
Velasco, Carlos
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Velasco, Carlos
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Velasco, Carlos
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2
Trend stationarity versus long range dependence in time series analysis
Long memory in stock market trading volume
Creator of
6
Non-Gaussian log-periodogram regression
Non-stationary log-periodogram regression
Local cross validation for spectrum bandwidth choice
Gaussian semiparametric estimation of non-stationary time series
Edgeworth expansions for spectral density estimates and studentized sample mean
Whittle pseudo-maximum likelihood estimation for nonstationary time series
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