Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag Nonparametric regression estimation in a null recurrent time series. (English) Zbl 1233.62081 J. Stat. Plann. Inference 140, No. 12, 3619-3626 (2010). MSC: 62G08 62M10 62G20 62M05 PDFBibTeX XMLCite \textit{H. A. Karlsen} et al., J. Stat. Plann. Inference 140, No. 12, 3619--3626 (2010; Zbl 1233.62081) Full Text: DOI
Shin, Dong Wan; Lee, Jong Hyup Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends. (English) Zbl 0976.62090 J. Stat. Plann. Inference 87, No. 1, 55-68 (2000). MSC: 62M10 62F12 62F03 PDFBibTeX XMLCite \textit{D. W. Shin} and \textit{J. H. Lee}, J. Stat. Plann. Inference 87, No. 1, 55--68 (2000; Zbl 0976.62090) Full Text: DOI
Marinucci, D.; Robinson, P. M. Alternative forms of fractional Brownian motion. (English) Zbl 0934.60071 J. Stat. Plann. Inference 80, No. 1-2, 111-122 (1999). MSC: 60J65 60G18 62M10 PDFBibTeX XMLCite \textit{D. Marinucci} and \textit{P. M. Robinson}, J. Stat. Plann. Inference 80, No. 1--2, 111--122 (1999; Zbl 0934.60071) Full Text: DOI
Shin, Dong Wan; Sarkar, Sahadeb Regression with integrated regressors. (English) Zbl 0914.62068 J. Stat. Plann. Inference 64, No. 2, 325-340 (1997). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{D. W. Shin} and \textit{S. Sarkar}, J. Stat. Plann. Inference 64, No. 2, 325--340 (1997; Zbl 0914.62068) Full Text: DOI