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 3 8 16 775
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 4 10 398
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 3 7 11 237
Local Whittle estimation of multivariate fractionally integrated processes 0 0 1 61 3 5 13 133
Local polynomial Whittle estimation covering non-stationary fractional processes 0 0 2 40 3 5 14 179
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 2 9 173
Total Working Papers 0 0 3 637 12 31 73 1,895


Statistics updated 2026-05-06