Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145): Difference between revisions

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+Gaussian pseudo-maximum likelihood estimation of fractional time series models
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+A FAST FRACTIONAL DIFFERENCE ALGORITHM
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+A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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+Likelihood inference for a nonstationary fractional autoregressive model
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+Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
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+A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
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+THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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+Testing the CVAR in the Fractional CVAR Model
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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