Pages that link to "Item:Q5411514"
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The following pages link to WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE (Q5411514):
Displaying 7 items.
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- On the order of magnitude of sums of negative powers of integrated processes (Q2845026) (← links)
- NEGATIVE POWERS OF INTEGRATED PROCESSES (Q5071688) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
