Change-point estimation of nonstationary \(I(d)\) processes (Q1934679): Difference between revisions

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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+Change‐Point Estimation of Fractionally Integrated Processes
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+The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
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+The Fractional Unit Root Distribution
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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