Harmonically Weighted Processes (Q5111777): Difference between revisions

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-.1111/jtsa.12475
@@ Property / DOI: 10.1111/jtsa.12475 / rank @@
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@@ Property / cites work @@
+ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
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+Summability of stochastic processes -- a generalization of integration for non-linear processes
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+Q5560061
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+Two series expansions for the logarithm of the gamma function involving Stirling numbers and containing only rational coefficients for certain arguments related to \(\pi^{-1}\)
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+On an Intriguing Integral and Some Series Related to ζ(4)
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+Inference on the cointegration rank in fractionally integrated processes.
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+Q4082810
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+LONG MEMORY TESTING IN THE TIME DOMAIN
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+Q4884570
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Q3399435
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+Long memory relationships and the aggregation of dynamic models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Long memory, fractional integration, and cross-sectional aggregation
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+Time Series Analysis with Long Memory in View
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Q5804312
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+Alternative forms of fractional Brownian motion
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+A concrete approach to classical analysis
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+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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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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+The estimation of misspecified long memory models
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+EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
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+Exact local Whittle estimation of fractional integration
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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@@ Property / DOI @@
+.1111/JTSA.12475
@@ Property / DOI: 10.1111/JTSA.12475 / rank @@
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