| Publication | Date of Publication | Type |
|---|
Comparison of non-parametric and semi-parametric tests in detecting long memory
Journal of Applied Statistics | 2020-09-28 | Paper |
Estimation of Pickands dependence function of bivariate extremes under mixing conditions
Lithuanian Mathematical Journal | 2020-07-14 | Paper |
Wavelets and estimation of long memory in nonstationary models: does anything beat the exact local Whittle estimator?
Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
A test for the equality of monotone transformations of two random variables
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Behaviour of skewness, kurtosis and normality tests in long memory data
Statistical Methods and Applications | 2016-03-17 | Paper |
Fractionally integrated time varying GARCH model
Statistical Methods and Applications | 2016-03-17 | Paper |
Nonparametric comparison of several transformations of distribution functions
Journal of Nonparametric Statistics | 2013-11-21 | Paper |
Testing for change in mean of independent multivariate observations with time varying covariance
Journal of Probability and Statistics | 2012-03-13 | Paper |
Nonparametric test for detecting change in distribution with panel data
| 2011-05-01 | Paper |
Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series
Journal of Time Series Analysis | 2010-04-22 | Paper |
Which econometric specification to characterize the U.S. inflation rate process?
Computational Economics | 2009-11-20 | Paper |
The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Statistical Papers | 2009-09-14 | Paper |
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
Journal of Applied Statistics | 2009-02-24 | Paper |
Demographic time series: long memory or regime switching?
| 2009-02-24 | Paper |
Seasonal nonlinear long memory model for the US inflation rates
Computational Economics | 2008-06-11 | Paper |
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
Computational Economics | 2008-06-11 | Paper |
General autoregressive models with long-memory noise
Statistical Inference for Stochastic Processes | 2003-03-10 | Paper |
Erratum to ``Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density [Economics Letters 77 (2002) 177--186]
Economics Letters | 2003-01-22 | Paper |
Modèles autorégressifs explosifs avec bruit longue mémoire
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-08-17 | Paper |
Least squares estimator for regression models with some deterministic time varying parameters
Metrika | 1996-09-18 | Paper |
A proof of asymptotic normality for some VARX models
Metrika | 1995-11-14 | Paper |
Almost sure convergence of least squares estimates for regular multivariate ARX systems
Systems & Control Letters | 1993-01-16 | Paper |
scientific article; zbMATH DE number 55150 (Why is no real title available?)
| 1992-09-26 | Paper |
Strong consistency of least squares estimates in general ARXd (p, s) system
Stochastics and Stochastic Reports | 1992-06-28 | Paper |
Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
scientific article; zbMATH DE number 29217 (Why is no real title available?)
| 1992-06-27 | Paper |
