Pages that link to "Item:Q4512739"
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The following pages link to ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (Q4512739):
Displayed 19 items.
- 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)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)