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Randomly fractionally integrated processes

✍ Scribed by P. Doukhan; G. Lang; D. Surgailis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-Varying Fractionally Integrated Pro

✍ Kristina Bružaitė; Donatas Surgailis; Marijus Vaičiulis 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 506 KB

The spurious regression of fractionally

✍ Wen-Jen Tsay; Ching-Fan Chung 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 193 KB

Near Observational Equivalence and Fract

✍ Francesc Marmol; Juan C. Reboredo 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 149 KB

Change-Point Estimation of Fractionally

✍ Chung-Ming Kuan; Chih-Chiang Hsu 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 661 KB

Forecasting costs incurred from unit dif

✍ Jeremy Smith; Sanjay Yadav 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 540 KB

Local Whittle estimation of multi-variat

✍ Frank S. Nielsen 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 610 KB