Pages that link to "Item:Q3156191"
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The following pages link to Asymptotic inference results for multivariate long‐memory processes (Q3156191):
Displayed 11 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE (Q3083429) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)