Pages that link to "Item:Q2890708"
From MaRDI portal
The following pages link to A necessary moment condition for the fractional functional central limit theorem (Q2890708):
Displaying 14 items.
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
- (Q2971501) (← links)
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
