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 PDFBibTeX XMLCite \textit{V. Dalla} et al., J. Econom. 219, No. 2, 281--313 (2020; Zbl 1464.62378) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{P. M. Robinson}, Jpn. J. Stat. Data Sci. 3, No. 1, 243--256 (2020; Zbl 1447.62060) Full Text: DOI
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 PDFBibTeX XMLCite \textit{P. M. Robinson} and \textit{C. Velasco}, J. Econom. 185, No. 2, 435--452 (2015; Zbl 1332.62343) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. Hualde} and \textit{P. M. Robinson}, Ann. Stat. 39, No. 6, 3152--3181 (2011; Zbl 1246.62186) Full Text: DOI arXiv Euclid
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 PDFBibTeX XMLCite \textit{J. Hualde} and \textit{P. M. Robinson}, J. Econom. 140, No. 2, 450--484 (2007; Zbl 1247.91138) Full Text: DOI
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 PDFBibTeX XMLCite \textit{P. M. Robinson} and \textit{F. Iacone}, J. Econom. 129, No. 1--2, 263--298 (2005; Zbl 1335.62144) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{P. M. Robinson}, J. Econom. 128, No. 2, 283--300 (2005; Zbl 1335.62143) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{P. M. Robinson}, Ann. Stat. 33, No. 4, 1800--1842 (2005; Zbl 1078.62096) Full Text: DOI arXiv