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 0 270 1 1 2 751
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 0 0 2 379
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 2 78 0 0 7 223
Local Whittle estimation of multivariate fractionally integrated processes 0 0 1 60 0 0 4 116
Local polynomial Whittle estimation covering non-stationary fractional processes 0 0 0 38 0 0 7 161
Local polynomial Whittle estimation of perturbed fractional processes 0 0 1 54 0 1 7 162
Total Working Papers 0 0 4 631 1 2 29 1,792


Statistics updated 2021-01-03