Phillips, Peter C. B. Long memory and long run variation. (English) Zbl 1431.62411 J. Econom. 151, No. 2, 150-158 (2009). MSC: 62M10 62M09 62M15 62G20 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, J. Econom. 151, No. 2, 150--158 (2009; Zbl 1431.62411) Full Text: DOI Link
Lieberman, Offer; Phillips, Peter C. B. Expansions for approximate maximum likelihood estimators of the fractional difference parameter. (English) Zbl 1083.62091 Econom. J. 8, No. 3, 367-379 (2005). MSC: 62M10 62E17 62F10 PDFBibTeX XMLCite \textit{O. Lieberman} and \textit{P. C. B. Phillips}, Econom. J. 8, No. 3, 367--379 (2005; Zbl 1083.62091) Full Text: DOI
Lieberman, Offer; Phillips, Peter C. B. Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra. (English) Zbl 1062.62195 J. Time Ser. Anal. 25, No. 5, 733-753 (2004); corrigendum ibid. 45, No. 1, 158-160 (2024). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{O. Lieberman} and \textit{P. C. B. Phillips}, J. Time Ser. Anal. 25, No. 5, 733--753 (2004; Zbl 1062.62195) Full Text: DOI Link