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 2 2 5 763
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 3 3 3 391
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 0 0 0 226
Local Whittle estimation of multivariate fractionally integrated processes 0 0 0 60 2 3 6 124
Local polynomial Whittle estimation covering non-stationary fractional processes 0 1 1 39 0 2 4 169
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 2 4 5 169
Total Working Papers 0 1 1 635 9 14 23 1,842


Statistics updated 2025-12-06