Fractional Invariance Principle
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- scientific article; zbMATH DE number 5123333
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Cites work
- A limit theory for long-range dependence and statistical inference on related models
- Alternative forms of fractional Brownian motion
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Invariance principles for dependent variables
- The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes
- The Invariance Principle for Stationary Processes
- Weak convergence of multivariate fractional processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(13)- Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
- Consistent order selection for ARFIMA processes
- Weak convergence to a modified fractional Brownian motion
- scientific article; zbMATH DE number 5123333 (Why is no real title available?)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models
- Fractional variational principle of Herglotz
- An invariance principle for fractional Brownian sheets
- Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time-series models
- Fixed bandwidth inference for fractional cointegration
- Invariance principles for fractionally integrated nonlinear processes
- Parametric estimation of long memory in factor models
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
- Invariance principle, multifractional Gaussian processes and long-range dependence
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