Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples
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Cites work
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- scientific article; zbMATH DE number 1239649 (Why is no real title available?)
- Invariance principles for tempered fractionally integrated processes
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- On a measure of lack of fit in time series models
- On optimal block resampling for Gaussian-subordinated long-range dependent processes
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- On the validity of resampling methods under long memory
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- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
- Subsampling
- Subsampling for General Statistics under Long Range Dependence with application to change point analysis
- Subsampling inference for the mean of heavy-tailed long-memory time series
- VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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