The following pages link to Fractional Invariance Principle (Q5467613):
Displayed 4 items.
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)