Gannaz, Irène Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (English) Zbl 07628757 Stochastic Processes Appl. 155, 485-534 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{I. Gannaz}, Stochastic Processes Appl. 155, 485--534 (2023; Zbl 07628757) Full Text: DOI arXiv OpenURL
Wei, Honglei; Zhang, Hongfan; Jiang, Hui; Huang, Lei On the semi-varying coefficient dynamic panel data model with autocorrelated errors. (English) Zbl 07533772 Comput. Stat. Data Anal. 173, Article ID 107458, 14 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Wei} et al., Comput. Stat. Data Anal. 173, Article ID 107458, 14 p. (2022; Zbl 07533772) Full Text: DOI OpenURL
Maddanu, Federico A harmonically weighted filter for cyclical long memory processes. (English) Zbl 1486.62242 AStA, Adv. Stat. Anal. 106, No. 1, 49-78 (2022). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{F. Maddanu}, AStA, Adv. Stat. Anal. 106, No. 1, 49--78 (2022; Zbl 1486.62242) Full Text: DOI OpenURL
Narukawa, Masaki Efficient tapered local Whittle estimation of multivariate fractional processes. (English) Zbl 1477.62081 J. Stat. Plann. Inference 215, 234-256 (2021). MSC: 62G05 62M10 62H12 60G22 PDF BibTeX XML Cite \textit{M. Narukawa}, J. Stat. Plann. Inference 215, 234--256 (2021; Zbl 1477.62081) Full Text: DOI OpenURL
Dalla, Violetta; Giraitis, Liudas; Robinson, Peter M. Asymptotic theory for time series with changing mean and variance. (English) Zbl 1464.62378 J. Econom. 219, No. 2, 281-313 (2020). MSC: 62M10 62G08 62F12 62G20 62P20 PDF BibTeX XML Cite \textit{V. Dalla} et al., J. Econom. 219, No. 2, 281--313 (2020; Zbl 1464.62378) Full Text: DOI Link OpenURL
Cheung, Ying Lun; Hassler, Uwe Whittle-type estimation under long memory and nonstationarity. (English) Zbl 1457.62257 AStA, Adv. Stat. Anal. 104, No. 3, 363-383 (2020). MSC: 62M10 62F03 60G22 PDF BibTeX XML Cite \textit{Y. L. Cheung} and \textit{U. Hassler}, AStA, Adv. Stat. Anal. 104, No. 3, 363--383 (2020; Zbl 1457.62257) Full Text: DOI OpenURL
Hualde, Javier; Nielsen, Morten Ørregaard Truncated sum of squares estimation of fractional time series models with deterministic trends. (English) Zbl 1447.62025 Econom. Theory 36, No. 4, 751-772 (2020). MSC: 62F10 62M10 PDF BibTeX XML Cite \textit{J. Hualde} and \textit{M. Ø. Nielsen}, Econom. Theory 36, No. 4, 751--772 (2020; Zbl 1447.62025) Full Text: DOI OpenURL
Robinson, Peter M. Spatial long memory. (English) Zbl 1447.62060 Jpn. J. Stat. Data Sci. 3, No. 1, 243-256 (2020). MSC: 62H11 62M30 62M10 PDF BibTeX XML Cite \textit{P. M. Robinson}, Jpn. J. Stat. Data Sci. 3, No. 1, 243--256 (2020; Zbl 1447.62060) Full Text: DOI OpenURL
Martin, Gael M.; Nadarajah, K.; Poskitt, D. S. Issues in the estimation of mis-specified models of fractionally integrated processes. (English) Zbl 1456.62212 J. Econom. 215, No. 2, 559-573 (2020). MSC: 62M10 62M15 62G09 62E20 62P20 PDF BibTeX XML Cite \textit{G. M. Martin} et al., J. Econom. 215, No. 2, 559--573 (2020; Zbl 1456.62212) Full Text: DOI arXiv OpenURL
Cheung, Ying Lun Nonstationarity-extended Whittle estimation with discontinuity: a correction. (English) Zbl 1436.62415 Econ. Lett. 187, Article ID 108914, 5 p. (2020). MSC: 62M10 60J65 62M15 PDF BibTeX XML Cite \textit{Y. L. Cheung}, Econ. Lett. 187, Article ID 108914, 5 p. (2020; Zbl 1436.62415) Full Text: DOI OpenURL
Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex Long memory and data frequency in financial markets. (English) Zbl 07193809 J. Stat. Comput. Simulation 89, No. 10, 1763-1779 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{G. M. Caporale} et al., J. Stat. Comput. Simulation 89, No. 10, 1763--1779 (2019; Zbl 07193809) Full Text: DOI OpenURL
Rooch, Aeneas; Zelo, Ieva; Fried, Roland Estimation methods for the LRD parameter under a change in the mean. (English) Zbl 1411.62260 Stat. Pap. 60, No. 1, 313-347 (2019). MSC: 62M10 62G05 62G20 PDF BibTeX XML Cite \textit{A. Rooch} et al., Stat. Pap. 60, No. 1, 313--347 (2019; Zbl 1411.62260) Full Text: DOI Link OpenURL
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. Fractionally differenced Gegenbauer processes with long memory: a review. (English) Zbl 1403.62160 Stat. Sci. 33, No. 3, 413-426 (2018). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{G. S. Dissanayake} et al., Stat. Sci. 33, No. 3, 413--426 (2018; Zbl 1403.62160) Full Text: DOI Euclid OpenURL
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDF BibTeX XML Cite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv OpenURL
Achard, Sophie; Gannaz, Irène Multivariate wavelet Whittle estimation in long-range dependence. (English) Zbl 1359.62356 J. Time Ser. Anal. 37, No. 4, 476-512 (2016). MSC: 62M10 62M15 60G22 62H20 PDF BibTeX XML Cite \textit{S. Achard} and \textit{I. Gannaz}, J. Time Ser. Anal. 37, No. 4, 476--512 (2016; Zbl 1359.62356) Full Text: DOI arXiv OpenURL
Pai, Jeffrey; Ravishanker, Nalini Fast approximate likelihood evaluation for stable VARFIMA processes. (English) Zbl 1328.65036 Stat. Probab. Lett. 103, 160-168 (2015). MSC: 65C60 62M10 62P12 PDF BibTeX XML Cite \textit{J. Pai} and \textit{N. Ravishanker}, Stat. Probab. Lett. 103, 160--168 (2015; Zbl 1328.65036) Full Text: DOI OpenURL
Wang, Bin; Wang, Man; Chan, Ngai Hang Residual-based test for fractional cointegration. (English) Zbl 1378.62084 Econ. Lett. 126, 43-46 (2015). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{B. Wang} et al., Econ. Lett. 126, 43--46 (2015; Zbl 1378.62084) Full Text: DOI OpenURL
Robinson, Peter M.; Velasco, Carlos Efficient inference on fractionally integrated panel data models with fixed effects. (English) Zbl 1332.62343 J. Econom. 185, No. 2, 435-452 (2015). MSC: 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{P. M. Robinson} and \textit{C. Velasco}, J. Econom. 185, No. 2, 435--452 (2015; Zbl 1332.62343) Full Text: DOI OpenURL
Nielsen, Morten Ørregaard Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time-series models. (English) Zbl 1326.62191 J. Time Ser. Anal. 36, No. 2, 154-188 (2015). MSC: 62M10 62F12 62H12 PDF BibTeX XML Cite \textit{M. Ø. Nielsen}, J. Time Ser. Anal. 36, No. 2, 154--188 (2015; Zbl 1326.62191) Full Text: DOI Link OpenURL
Maynard, Alex; Smallwood, Aaron; Wohar, Mark E. Long memory regressors and predictive testing: a two-stage rebalancing approach. (English) Zbl 1491.62114 Econom. Rev. 32, No. 3, 318-360 (2013). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{A. Maynard} et al., Econom. Rev. 32, No. 3, 318--360 (2013; Zbl 1491.62114) Full Text: DOI OpenURL
Hualde, Javier A simple test for the equality of integration orders. (English) Zbl 1283.62176 Econ. Lett. 119, No. 3, 233-237 (2013). MSC: 62M07 62M10 PDF BibTeX XML Cite \textit{J. Hualde}, Econ. Lett. 119, No. 3, 233--237 (2013; Zbl 1283.62176) Full Text: DOI Link OpenURL
Shao, Xiaofeng Parametric inference in stationary time series models with dependent errors. (English) Zbl 1253.62063 Scand. J. Stat. 39, No. 4, 772-783 (2012). MSC: 62M10 62H12 62G09 65C60 PDF BibTeX XML Cite \textit{X. Shao}, Scand. J. Stat. 39, No. 4, 772--783 (2012; Zbl 1253.62063) Full Text: DOI OpenURL
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes. (English) Zbl 1298.62044 Econom. Theory 28, No. 2, 457-470 (2012). MSC: 62F12 60G10 60G15 PDF BibTeX XML Cite \textit{O. Lieberman} et al., Econom. Theory 28, No. 2, 457--470 (2012; Zbl 1298.62044) Full Text: DOI OpenURL
Hualde, Javier; Robinson, Peter M. Gaussian pseudo-maximum likelihood estimation of fractional time series models. (English) Zbl 1246.62186 Ann. Stat. 39, No. 6, 3152-3181 (2011). MSC: 62M10 60G22 62F12 PDF BibTeX XML Cite \textit{J. Hualde} and \textit{P. M. Robinson}, Ann. Stat. 39, No. 6, 3152--3181 (2011; Zbl 1246.62186) Full Text: DOI arXiv Euclid OpenURL
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos Bootstrap assisted specification tests for the ARFIMA model. (English) Zbl 1226.62076 Econom. Theory 27, No. 5, 1083-1116 (2011). MSC: 62M10 62M15 62F40 60G22 65C05 PDF BibTeX XML Cite \textit{M. A. Delgado} et al., Econom. Theory 27, No. 5, 1083--1116 (2011; Zbl 1226.62076) Full Text: DOI OpenURL
Egrioglu, Erol; Aladag, Cagdas Hakan; Kadilar, Cem The CSS and the two-staged methods for parameter estimation in SARFIMA models. (English) Zbl 1229.62121 J. Probab. Stat. 2011, Article ID 691058, 11 p. (2011). MSC: 62M10 65C60 62F10 PDF BibTeX XML Cite \textit{E. Egrioglu} et al., J. Probab. Stat. 2011, Article ID 691058, 11 p. (2011; Zbl 1229.62121) Full Text: DOI OpenURL
Pai, Jeffrey S.; Ravishanker, Nalini Fast Bayesian estimation for VARFIMA processes with stable errors. (English) Zbl 1469.62345 J. Stat. Theory Pract. 4, No. 4, 663-677 (2010). MSC: 62M10 62F15 65F08 65T50 60G52 62P12 PDF BibTeX XML Cite \textit{J. S. Pai} and \textit{N. Ravishanker}, J. Stat. Theory Pract. 4, No. 4, 663--677 (2010; Zbl 1469.62345) Full Text: DOI OpenURL
Łasak, Katarzyna Likelihood based testing for no fractional cointegration. (English) Zbl 1431.62395 J. Econom. 158, No. 1, 67-77 (2010). MSC: 62M10 62F03 62M07 62E20 62P20 PDF BibTeX XML Cite \textit{K. Łasak}, J. Econom. 158, No. 1, 67--77 (2010; Zbl 1431.62395) Full Text: DOI OpenURL
Delgado, Miguel A.; Velasco, Carlos Distribution-free tests for time series models specification. (English) Zbl 1431.62363 J. Econom. 155, No. 2, 128-137 (2010). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{M. A. Delgado} and \textit{C. Velasco}, J. Econom. 155, No. 2, 128--137 (2010; Zbl 1431.62363) Full Text: DOI Link OpenURL
Ioannidis, Evangelos E. Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum. (English) Zbl 1221.62125 J. Time Ser. Anal. 31, No. 3, 153-166 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F03 62F12 PDF BibTeX XML Cite \textit{E. E. Ioannidis}, J. Time Ser. Anal. 31, No. 3, 153--166 (2010; Zbl 1221.62125) Full Text: DOI OpenURL
Shao, Xiaofeng Nonstationarity-extended Whittle estimation. (English) Zbl 1401.62176 Econom. Theory 26, No. 4, 1060-1087 (2010). MSC: 62M10 60G18 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{X. Shao}, Econom. Theory 26, No. 4, 1060--1087 (2010; Zbl 1401.62176) Full Text: DOI arXiv OpenURL
Jach, Agnieszka; Kokoszka, Piotr Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study. (English) Zbl 1182.62177 Methodol. Comput. Appl. Probab. 12, No. 1, 177-197 (2010). MSC: 62M10 42C40 62G05 62G20 62G08 PDF BibTeX XML Cite \textit{A. Jach} and \textit{P. Kokoszka}, Methodol. Comput. Appl. Probab. 12, No. 1, 177--197 (2010; Zbl 1182.62177) Full Text: DOI OpenURL
Zaffaroni, Paolo Whittle estimation of EGARCH and other exponential volatility models. (English) Zbl 1431.62427 J. Econom. 151, No. 2, 190-200 (2009). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{P. Zaffaroni}, J. Econom. 151, No. 2, 190--200 (2009; Zbl 1431.62427) Full Text: DOI HAL OpenURL
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. Estimators of long-memory: Fourier versus wavelets. (English) Zbl 1431.62367 J. Econom. 151, No. 2, 159-177 (2009). MSC: 62M10 62M15 62G05 62G20 PDF BibTeX XML Cite \textit{G. Faÿ} et al., J. Econom. 151, No. 2, 159--177 (2009; Zbl 1431.62367) Full Text: DOI arXiv OpenURL
Shao, Xiaofeng A generalized portmanteau test for independence between two stationary time series. (English) Zbl 1277.62198 Econom. Theory 25, No. 1, 195-210 (2009). MSC: 62M07 62G10 60G10 62M10 PDF BibTeX XML Cite \textit{X. Shao}, Econom. Theory 25, No. 1, 195--210 (2009; Zbl 1277.62198) Full Text: DOI arXiv OpenURL
Kouamé, Euloge F.; Hili, Ouagnina Minimum distance estimation of \(k\)-factors GARMA processes. (English) Zbl 1489.62282 Stat. Probab. Lett. 78, No. 18, 3254-3261 (2008). MSC: 62M10 62F12 62E20 62M15 PDF BibTeX XML Cite \textit{E. F. Kouamé} and \textit{O. Hili}, Stat. Probab. Lett. 78, No. 18, 3254--3261 (2008; Zbl 1489.62282) Full Text: DOI OpenURL
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas Nonstationarity-extended local Whittle estimation. (English) Zbl 1418.62297 J. Econom. 141, No. 2, 1353-1384 (2007). MSC: 62M10 62G05 62E20 62G20 62M15 62P20 PDF BibTeX XML Cite \textit{K. M. Abadir} et al., J. Econom. 141, No. 2, 1353--1384 (2007; Zbl 1418.62297) Full Text: DOI OpenURL
Hualde, Javier; Robinson, Peter M. Root-\(n\)-consistent estimation of weak fractional cointegration. (English) Zbl 1247.91138 J. Econom. 140, No. 2, 450-484 (2007). MSC: 91B82 26A33 PDF BibTeX XML Cite \textit{J. Hualde} and \textit{P. M. Robinson}, J. Econom. 140, No. 2, 450--484 (2007; Zbl 1247.91138) Full Text: DOI OpenURL
Tsay, Wen-Jen Using difference-based methods for inference in regression with fractionally integrated processes. (English) Zbl 1150.62053 J. Time Ser. Anal. 28, No. 6, 827-843 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 PDF BibTeX XML Cite \textit{W.-J. Tsay}, J. Time Ser. Anal. 28, No. 6, 827--843 (2007; Zbl 1150.62053) Full Text: DOI OpenURL
Moulines, E.; Roueff, F.; Taqqu, M. S. On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. (English) Zbl 1150.62058 J. Time Ser. Anal. 28, No. 2, 155-187 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 42C40 62M10 PDF BibTeX XML Cite \textit{E. Moulines} et al., J. Time Ser. Anal. 28, No. 2, 155--187 (2007; Zbl 1150.62058) Full Text: DOI arXiv Link OpenURL
Buchmann, Boris; Chan, Ngai Hang Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. (English) Zbl 1126.62069 Ann. Stat. 35, No. 5, 2001-2017 (2007). MSC: 62M05 62M10 62E20 62F12 PDF BibTeX XML Cite \textit{B. Buchmann} and \textit{N. H. Chan}, Ann. Stat. 35, No. 5, 2001--2017 (2007; Zbl 1126.62069) Full Text: DOI arXiv Euclid OpenURL
Velasco, Carlos The periodogram of fractional processes. (English) Zbl 1164.62063 J. Time Ser. Anal. 28, No. 4, 600-627 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M15 62M20 62E20 62G20 PDF BibTeX XML Cite \textit{C. Velasco}, J. Time Ser. Anal. 28, No. 4, 600--627 (2007; Zbl 1164.62063) Full Text: DOI Link OpenURL
Mayoral, Laura Minimum distance estimation of stationary and non-stationary ARFIMA processes. (English) Zbl 1116.62096 Econom. J. 10, No. 1, 124-148 (2007). MSC: 62M10 62F10 62F12 PDF BibTeX XML Cite \textit{L. Mayoral}, Econom. J. 10, No. 1, 124--148 (2007; Zbl 1116.62096) Full Text: DOI OpenURL
Hidalgo, J.; Kreiss, J.-P. Bootstrap specification tests for linear covariance stationary processes. (English) Zbl 1345.62071 J. Econom. 133, No. 2, 807-839 (2006). MSC: 62G09 62G10 PDF BibTeX XML Cite \textit{J. Hidalgo} and \textit{J. P. Kreiss}, J. Econom. 133, No. 2, 807--839 (2006; Zbl 1345.62071) Full Text: DOI OpenURL
Chen, Wen-Den Testing for spurious regression in a panel data model with the individual number and time length growing. (English) Zbl 1119.62357 J. Appl. Stat. 33, No. 8, 759-772 (2006). MSC: 62M10 62F03 65C05 PDF BibTeX XML Cite \textit{W.-D. Chen}, J. Appl. Stat. 33, No. 8, 759--772 (2006; Zbl 1119.62357) Full Text: DOI OpenURL
Guggenberger, Patrik; Sun, Yixiao Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation. (English) Zbl 1125.62108 Econom. Theory 22, No. 5, 863-912 (2006). MSC: 62M15 62M09 62G05 65C05 62M10 PDF BibTeX XML Cite \textit{P. Guggenberger} and \textit{Y. Sun}, Econom. Theory 22, No. 5, 863--912 (2006; Zbl 1125.62108) Full Text: DOI OpenURL
Hualde, Javier Unbalanced cointegration. (English) Zbl 1100.62084 Econom. Theory 22, No. 5, 765-814 (2006). MSC: 62M10 65C05 62P20 65C60 PDF BibTeX XML Cite \textit{J. Hualde}, Econom. Theory 22, No. 5, 765--814 (2006; Zbl 1100.62084) Full Text: DOI OpenURL
Robinson, P. M.; Iacone, F. Cointegration in fractional systems with deterministic trends. (English) Zbl 1335.62144 J. Econom. 129, No. 1-2, 263-298 (2005). MSC: 62M10 62F03 62M09 62J05 PDF BibTeX XML Cite \textit{P. M. Robinson} and \textit{F. Iacone}, J. Econom. 129, No. 1--2, 263--298 (2005; Zbl 1335.62144) Full Text: DOI Link OpenURL
Dalla, Violetta; Hidalgo, Javier A parametric bootstrap test for cycles. (English) Zbl 1336.62112 J. Econom. 129, No. 1-2, 219-261 (2005). MSC: 62F40 62F03 62E20 PDF BibTeX XML Cite \textit{V. Dalla} and \textit{J. Hidalgo}, J. Econom. 129, No. 1--2, 219--261 (2005; Zbl 1336.62112) Full Text: DOI Link OpenURL
Banerjee, Anindya (ed.); Urga, Giovanni (ed.) Modelling structural breaks, long memory and stock market volatility: an overview. (English) Zbl 1335.00139 J. Econom. 129, No. 1-2, 1-34 (2005). MSC: 00B25 62-06 62P05 91B84 91G70 PDF BibTeX XML Cite \textit{A. Banerjee} (ed.) and \textit{G. Urga} (ed.), J. Econom. 129, No. 1--2, 1--34 (2005; Zbl 1335.00139) Full Text: DOI OpenURL
Robinson, P. M. The distance between rival nonstationary fractional processes. (English) Zbl 1335.62143 J. Econom. 128, No. 2, 283-300 (2005). MSC: 62M10 60G22 PDF BibTeX XML Cite \textit{P. M. Robinson}, J. Econom. 128, No. 2, 283--300 (2005; Zbl 1335.62143) Full Text: DOI Link OpenURL
Delgado, Miguel A.; Velasco, Carlos Sign tests for long-memory time series. (English) Zbl 1337.62215 J. Econom. 128, No. 2, 215-251 (2005). MSC: 62M07 62M10 62G10 PDF BibTeX XML Cite \textit{M. A. Delgado} and \textit{C. Velasco}, J. Econom. 128, No. 2, 215--251 (2005; Zbl 1337.62215) Full Text: DOI Link OpenURL
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos Distribution free goodness-of-fit tests for linear processes. (English) Zbl 1084.62038 Ann. Stat. 33, No. 6, 2568-2609 (2005). MSC: 62G10 62M10 65C05 62M15 PDF BibTeX XML Cite \textit{M. A. Delgado} et al., Ann. Stat. 33, No. 6, 2568--2609 (2005; Zbl 1084.62038) Full Text: DOI arXiv OpenURL
Robinson, P. M. Efficiency improvements in inference on stationary and nonstationary fractional time series. (English) Zbl 1078.62096 Ann. Stat. 33, No. 4, 1800-1842 (2005). MSC: 62M10 62J05 62G08 65C05 62G10 PDF BibTeX XML Cite \textit{P. M. Robinson}, Ann. Stat. 33, No. 4, 1800--1842 (2005; Zbl 1078.62096) Full Text: DOI arXiv OpenURL
Lopes, S. R. C.; Olbermann, B. P.; Reisen, V. A. A comparison of estimation methods in non-stationary ARFIMA processes. (English) Zbl 1060.62098 J. Stat. Comput. Simulation 74, No. 5, 339-347 (2004). MSC: 62M10 62F10 65C05 62G05 PDF BibTeX XML Cite \textit{S. R. C. Lopes} et al., J. Stat. Comput. Simulation 74, No. 5, 339--347 (2004; Zbl 1060.62098) Full Text: DOI OpenURL
Gil-Alana, L. A. A fractional integration analysis of the population in some OECD countries. (English) Zbl 1117.62497 J. Appl. Stat. 30, No. 10, 1147-1159 (2003). MSC: 62P25 62P99 PDF BibTeX XML Cite \textit{L. A. Gil-Alana}, J. Appl. Stat. 30, No. 10, 1147--1159 (2003; Zbl 1117.62497) Full Text: DOI OpenURL
Chen, Willa W.; Hurvich, Clifford M. Estimating fractional cointegration in the presence of polynomial trends. (English) Zbl 1027.62066 J. Econom. 117, No. 1, 95-121 (2003). MSC: 62M15 62M10 62P20 62P05 PDF BibTeX XML Cite \textit{W. W. Chen} and \textit{C. M. Hurvich}, J. Econom. 117, No. 1, 95--121 (2003; Zbl 1027.62066) Full Text: DOI OpenURL
Velasco, Carlos Nonparametric frequency domain analysis of nonstationary multivariate time series. (English) Zbl 1020.62088 J. Stat. Plann. Inference 116, No. 1, 209-247 (2003). MSC: 62M15 62G05 62M10 62E20 PDF BibTeX XML Cite \textit{C. Velasco}, J. Stat. Plann. Inference 116, No. 1, 209--247 (2003; Zbl 1020.62088) Full Text: DOI OpenURL
Gil-Alana, Luis A. Empirical evidence of the spot and the forward exchange rates in Canada. (English) Zbl 1158.91466 Econ. Lett. 77, No. 3, 405-409 (2002). MSC: 91B84 26A33 PDF BibTeX XML Cite \textit{L. A. Gil-Alana}, Econ. Lett. 77, No. 3, 405--409 (2002; Zbl 1158.91466) Full Text: DOI OpenURL