ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940): Difference between revisions

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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Q5543905
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+ON GENERALIZED FRACTIONAL PROCESSES
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Fractional Dickey-Fuller Test for Unit Roots
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+Martingale approximations for sums of stationary processes.
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Q4084474
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+The memory of stochastic volatility models
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+Large-sample inference for nonparametric regression with dependent errors
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+The Invariance Principle for Stationary Processes
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+The detection and estimation of long memory in stochastic volatility
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+Q4210938
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+Asymptotics for linear processes
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+Limit theory for moderate deviations from a unit root
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+Q5560061
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+Time Series Regression with a Unit Root
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Central limit theorem for stationary linear processes
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+A new maximal inequality and invariance principle for stationary sequences
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+The limiting distribution of the autocorrelation coefficient under a unit root
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+Central limit theorem for linear processes
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Recent advances in invariance principles for stationary sequences
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+Alternative forms of fractional Brownian motion
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+Fractional differencing
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