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 0 1 15 776
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 2 12 400
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 1 1 12 238
Local Whittle estimation of multivariate fractionally integrated processes 0 0 1 61 0 0 13 133
Local polynomial Whittle estimation covering non-stationary fractional processes 0 1 3 41 0 5 18 184
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 1 10 174
Total Working Papers 0 1 4 638 1 10 80 1,905


Statistics updated 2026-08-07