Pages that link to "Item:Q1428297"
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The following pages link to Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297):
Displaying 9 items.
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
- A necessary moment condition for the fractional functional central limit theorem (Q2890708) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Regulated fractionally integrated processes (Q5397975) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
