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 1 759
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 0 0 388
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 1 79 0 0 1 226
Local Whittle estimation of multivariate fractionally integrated processes 0 0 0 60 2 2 2 120
Local polynomial Whittle estimation covering non-stationary fractional processes 0 0 0 38 0 0 0 165
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 0 1 164
Total Working Papers 0 0 1 634 3 3 5 1,822


Statistics updated 2025-03-03