✦ LIBER ✦

Time-Varying Fractionally Integrated Processes with

✍ Scribed by Kristina Bružaitė; Donatas Surgailis; Marijus Vaičiulis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-Varying Fractionally Integrated Pro

✍ Philippe, A.; Surgailis, D.; Viano, M.-C. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 251 KB

Fractionally integrated time varying GAR

✍ Adnen Ben Nasr; Mohamed Boutahar; Abdelwahed Trabelsi 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 481 KB

Randomly fractionally integrated process

✍ P. Doukhan; G. Lang; D. Surgailis 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 191 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