Long memory and long run variation (Q2628841): Difference between revisions

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+A complete asymptotic series for the autocovariance function of a long memory process
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+LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
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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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+Diagnostic testing for cointegration
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+Multiple local Whittle estimation in stationary systems
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+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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+Asymptotic theory of statistical inference for time series
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