REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620): Difference between revisions

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+MaRDI publication profile
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@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
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@@ Property / cites work @@
+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
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+Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466609990260
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+W2099066975
@@ Property / OpenAlex ID: W2099066975 / rank @@
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+Publication:3652620