Pages that link to "Item:Q1914264"

The following pages link to Inference for unstable long-memory processes with applications to fractional unit root autoregressions (Q1914264):

Displaying 24 items.

• Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Alternative forms of fractional Brownian motion (Q1304352) (← links)
• Weak convergence of multivariate fractional processes (Q1411878) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
• Semiparametric fractional cointegration analysis (Q5952032) (← links)
• Uniform Test for Predictive Regression With AR Errors (Q6616595) (← links)