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Cites work
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3065148 (Why is no real title available?)
- A concrete approach to classical analysis
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Alternative forms of fractional Brownian motion
- Asymptotic normality for weighted sums of linear processes
- Asymptotics for linear processes
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
- Efficient Tests of Nonstationary Hypotheses
- Exact local Whittle estimation of fractional integration
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Inference on the cointegration rank in fractionally integrated processes.
- LONG MEMORY TESTING IN THE TIME DOMAIN
- Large sample inference for long memory processes
- Log-periodogram regression of time series with long range dependence
- Long memory relationships and the aggregation of dynamic models
- Long memory, fractional integration, and cross-sectional aggregation
- Long-memory processes. Probabilistic properties and statistical methods
- Long‐Memory Time Series
- On an Intriguing Integral and Some Series Related to ζ(4)
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- THE NONSTATIONARY FRACTIONAL UNIT ROOT
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
- The estimation of misspecified long memory models
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
- Time series analysis with long memory in view
- Two series expansions for the logarithm of the gamma function involving Stirling numbers and containing only rational coefficients for certain arguments related to \(\pi^{-1}\)
Cited in
(6)- A harmonically weighted filter for cyclical long memory processes
- Solving and analyzing DSGE models in the frequency domain
- Detection of long range dependence in the time domain for (in)finite-variance time series
- Forecasting highly persistent time series with bounded spectrum processes
- Weighted harmonic means
- Estimating the mean under strong persistence
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