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 6 9 767
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 1 6 6 394
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 3 4 4 230
Local Whittle estimation of multivariate fractionally integrated processes 1 1 1 61 4 6 10 128
Local polynomial Whittle estimation covering non-stationary fractional processes 1 1 2 40 3 5 9 174
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 1 4 7 171
Total Working Papers 2 2 3 637 14 31 45 1,864


Statistics updated 2026-02-12