On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216): Difference between revisions

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+https://doi.org/10.1080/03610926.2011.594539
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+W2075874393
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+Time series: theory and methods.
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+Q3084090
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+The asymptotic theory of linear time-series models
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+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
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+The FEXP estimator for potentially non-stationary linear time series.
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+Approximation Theorems of Mathematical Statistics
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+Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
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+Publication:4929216