LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845): Difference between revisions

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+Fitting long-memory models by generalized linear regression
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+An exponential model for the spectrum of a scalar time series
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+A class of micropulses and antipersistent fractional Brownian motion
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Evaluation of robinson's (1994) Tests in finite samples
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+Testing Stochastic Cycles in Macroeconomic Time Series
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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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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+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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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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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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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+https://doi.org/10.1142/s0219024903001827
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+W1992637947
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