Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338): Difference between revisions

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+math/0607150
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+Q3947020
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+Estimating fractional cointegration in the presence of polynomial trends
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+Semiparametric Estimation of Multivariate Fractional Cointegration
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+Consistent estimation of the memory parameter for nonlinear time series
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+Properties of nonlinear transformations of fractionally integrated processes.
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+CLT and other limit theorems for functionals of Gaussian processes
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+Q5612941
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+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
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+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Gaussian estimation of parametric spectral density with unknown pole
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+Long-range dependence and Appell rank
@@ Property / cites work: Long-range dependence and Appell rank / rank @@
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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+Gaussian Semi‐parametric Estimation of Fractional Cointegration
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