Efficient inference in multivariate fractionally integrated time series models (Q3156187): Difference between revisions

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+Inference on the cointegration rank in fractionally integrated processes.
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+Testing the null of stationarity for multiple time series
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+A Fractional Dickey-Fuller Test for Unit Roots
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+Q3911791
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+The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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+Statistical analysis of cointegration vectors
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY  INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
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+Q4231779
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+Alternative forms of fractional Brownian motion
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+Weak convergence of multivariate fractional processes
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+EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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