Fabrizio Iacone

Available identifiers

zbMath Open iacone.fabrizioMaRDI QIDQ1672747

List of research outcomes

Publication	Date of Publication	Type
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT	2019-12-11	Paper
Semiparametric Detection of Changes in Long Range Dependence	2019-10-18	Paper
Fixed Bandwidth Inference for Fractional Cointegration	2019-07-30	Paper
Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes	2018-09-11	Paper
Testing for a change in mean under fractional integration	2018-02-07	Paper
Cointegration in fractional systems with deterministic trends	2016-04-01	Paper
Small‐b and Fixed‐b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration	2015-06-29	Paper
A FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION	2014-12-10	Paper
Testing for a break in trend when the order of integration is unknown	2014-04-04	Paper
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION	2013-09-11	Paper
First Stage Estimation of Fractional Cointegration	2013-06-14	Paper
Local Whittle estimation of the memory parameter in presence of deterministic components	2011-02-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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