Narrow-band analysis of nonstationary processes (Q1848891): Difference between revisions

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+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+Fitting time series models to nonstationary processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Noncentral limit theorems for quadratic forms in random variables having long-range dependence
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Regression for time series with errors of measurement
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+The asymptotic distribution of serial covariances
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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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+Parameter estimation for infinite variance fractional ARIMA
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+Discrimination between monotonic trends and long-range dependence
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+CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
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+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
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+Alternative forms of fractional Brownian motion
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+Weak convergence of multivariate fractional processes
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+Semiparametric fractional cointegration analysis
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+The average periodogram for nonstationary vector time series
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+The Fractional Unit Root Distribution
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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