Pages that link to "Item:Q2740045"
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The following pages link to Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (Q2740045):
Displayed 15 items.
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
- Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)