Pages that link to "Item:Q3156191"
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The following pages link to Asymptotic inference results for multivariate long‐memory processes (Q3156191):
Displaying 17 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- A fractional multivariate long memory model for the US and the Canadian real output (Q1927403) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (Q2311165) (← links)
- Multivariate limits of multilinear polynomial-form processes with long memory (Q2438491) (← links)
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE (Q3083429) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- The moduli of continuity for operator fractional Brownian motion (Q6592133) (← links)
