The following pages link to Fractional Invariance Principle (Q5467613):
Displaying 11 items.
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Fractional variational principle of Herglotz (Q478717) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution (Q1934357) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- (Q3421763) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
