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
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
Velasco, Carlos; Robinson, Peter M. Whittle pseudo-maximum likelihood estimation for nonstationary time series. (English) Zbl 1008.62087 J. Am. Stat. Assoc. 95, No. 452, 1229-1243 (2000). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{C. Velasco} and \textit{P. M. Robinson}, J. Am. Stat. Assoc. 95, No. 452, 1229--1243 (2000; Zbl 1008.62087) Full Text: DOI Link OpenURL
Tsay, Wen-Jen Estimating trending variables in the presence of fractionally integrated errors. (English) Zbl 0957.62054 Econom. Theory 16, No. 3, 324-346 (2000). MSC: 62J05 62M10 PDF BibTeX XML Cite \textit{W.-J. Tsay}, Econom. Theory 16, No. 3, 324--346 (2000; Zbl 0957.62054) Full Text: DOI OpenURL
Crato, Nuno; Taylor, Howard M. Stationary persistent time series misspecified as nonstationary arima. (English) Zbl 0858.62085 Stat. Pap. 37, No. 3, 215-223 (1996). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{N. Crato} and \textit{H. M. Taylor}, Stat. Pap. 37, No. 3, 215--223 (1996; Zbl 0858.62085) Full Text: DOI OpenURL
Constantinescu, T. Some aspects of nonstationarity. I. (English) Zbl 0762.47004 Acta Sci. Math. 54, No. 3-4, 379-389 (1990). MSC: 47A45 47A66 PDF BibTeX XML Cite \textit{T. Constantinescu}, Acta Sci. Math. 54, No. 3--4, 379--389 (1990; Zbl 0762.47004) OpenURL