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 1 16 777
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 1 1 13 401
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 0 1 12 238
Local Whittle estimation of multivariate fractionally integrated processes 0 0 1 61 1 1 13 134
Local polynomial Whittle estimation covering non-stationary fractional processes 0 0 3 41 3 7 20 187
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 1 9 174
Total Working Papers 0 0 4 638 6 12 83 1,911


Statistics updated 2026-09-10