The distance between rival nonstationary fractional processes (Q265027): Difference between revisions

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-Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
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@@ Property / author @@
+Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1973884078
@@ Property / OpenAlex ID: W1973884078 / rank @@
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@@ Property / cites work @@
+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+The Invariance Principle for Stationary Processes
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+On Convergence to Semi-Stable Gaussian Processes
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+Root-\(n\)-consistent estimation of weak fractional cointegration
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
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+Alternative forms of fractional Brownian motion
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+Weak convergence of multivariate fractional processes
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+Efficient Tests of Nonstationary Hypotheses
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
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+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
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+Non-stationary log-periodogram regression
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
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+Q3723544
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+Q4143689
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