Pages that link to "Item:Q1411878"
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The following pages link to Weak convergence of multivariate fractional processes (Q1411878):
Displaying 50 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES (Q2886982) (← links)
- A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM (Q2890708) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE (Q3083429) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
