Access Statistics for Frank S. Nielsen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 3 7 11 770
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 3 6 9 397
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 3 7 7 233
Local Whittle estimation of multivariate fractionally integrated processes 0 1 1 61 2 6 10 130
Local polynomial Whittle estimation covering non-stationary fractional processes 0 1 2 40 1 6 10 175
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 2 7 171
Total Working Papers 0 2 3 637 12 34 54 1,876


Statistics updated 2026-03-04