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 1 6 17 776
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 2 3 12 400
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 0 4 11 237
Local Whittle estimation of multivariate fractionally integrated processes 0 0 1 61 0 3 13 133
Local polynomial Whittle estimation covering non-stationary fractional processes 1 1 3 41 1 5 15 180
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 2 9 173
Total Working Papers 1 1 4 638 4 23 77 1,899


Statistics updated 2026-06-04