Pages that link to "Item:Q3349766"

The following pages link to The Fractional Unit Root Distribution (Q3349766):

Displaying 50 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• The Phillips unit root tests for polynomials of integrated processes (Q429160) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
• Fractional integration and the augmented Dickey--Fuller test (Q1274413) (← links)
• Pitfalls in testing for long run relationships (Q1298439) (← links)
• Alternative forms of fractional Brownian motion (Q1304352) (← links)
• The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
• On the power of unit root tests against fractional alternatives (Q1327982) (← links)
• Fractional integration and interval prediction (Q1351229) (← links)
• Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
• Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
• Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
• The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
• Change-point estimation of nonstationary \(I(d)\) processes (Q1934679) (← links)
• The spurious regression of fractionally integrated processes (Q1973433) (← links)
• Fractional extreme distributions (Q2024497) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Unit roots: periodogram ordinate (Q2489876) (← links)
• Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
• Asymptotic properties of self-normalized linear processes with long memory (Q2890703) (← links)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
• Limit theorems for the discount sums of moving averages (Q2930896) (← links)
• (Q2971501) (← links)
• TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186) (← links)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
• Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
• LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
• REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)