TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627): Difference between revisions

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+MaRDI publication profile
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+A k-Factor GARMA Long-memory Model
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+LONG MEMORY TESTING IN THE TIME DOMAIN
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Stochastic Limit Theory
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+A parametric bootstrap test for cycles
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+Estimating a generalized long memory process
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+The distance between rival nonstationary fractional processes
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+Inference on the cointegration rank in fractionally integrated processes.
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+Efficient Tests of Nonstationary Hypotheses
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE
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+Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries
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+EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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+Alternative forms of fractional Brownian motion
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+Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
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+Seasonal integration and cointegration
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+Estimation of the location and exponent of the spectral singularity of a long memory process
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+A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
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+Semiparametric estimation for stationary processes whose spectra have an unknown pole
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+A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
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+(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
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+ON GENERALIZED FRACTIONAL PROCESSES
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+Q4515165
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+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Gaussian estimation of parametric spectral density with unknown pole
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+Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process
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+A Fractional Dickey-Fuller Test for Unit Roots
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