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

@@ Property / author @@
-Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6561924
@@ Property / zbMATH DE Number: 6561924 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary fractional processes
@@ Property / zbMATH Keywords: nonstationary fractional processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+memory parameter estimation
@@ Property / zbMATH Keywords: memory parameter estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional cointegration
@@ Property / zbMATH Keywords: fractional cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rates of convergence
@@ Property / zbMATH Keywords: rates of convergence / rank @@
+Normal rank
@@ Property / author @@
+Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
+Normal 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
+Normal rank
@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On Convergence to Semi-Stable Gaussian Processes
@@ Property / cites work: On Convergence to Semi-Stable Gaussian Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Root-\(n\)-consistent estimation of weak fractional cointegration
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
+Normal rank
@@ Property / cites work @@
+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
+Normal rank
@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Cointegration in Fractional Systems with Unknown Integration Orders
+Normal rank
@@ Property / cites work @@
+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Q3723544
@@ Property / cites work: Q3723544 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4143689
@@ Property / cites work: Q4143689 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:265027