Large sample inference for long memory processes
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- Multivariate limits of multilinear polynomial-form processes with long memory
- Empirical process of residuals for regression models with long memory errors
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- scientific article; zbMATH DE number 4178494 (Why is no real title available?)
- A nonlinear model for long-memory conditional heteroscedasticity
- Some remarks on definitions of memory for stationary random processes and fields
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- Tempered Hermite process
- Long memory random fields
- Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics
- A multivariate stochastic unit root model with an application to derivative pricing
- Discriminating between long-range dependence and non-stationarity
- Weak convergence in the near unit root setting
- Operator self-similar processes and functional central limit theorems
- Properties of spectral covariance for linear processes with infinite variance
- Stationary integrated ARCH() and AR() processes with finite variance
- Time series analysis with long memory in view
- \(M\)-periodogram for the analysis of long-range-dependent time series
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