Fractional integration, trend stationarity and difference stationarity (Q672762): Difference between revisions

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+https://doi.org/10.1016/0165-1765(95)00721-0
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+W2092312706
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+Q4203568
@@ Property / cites work: Q4203568 / rank @@
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@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
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@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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@@ Property / cites work @@
+Q5808925
@@ Property / cites work: Q5808925 / rank @@
+Normal rank