-
1
-
-
0040080054
-
'Semiparametric robust tests on seasonal or cyclical long memory time series'
-
Arteche, J. (2002). 'Semiparametric robust tests on seasonal or cyclical long memory time series', Journal of Time Series Analysis, Vol. 23, pp. 251 285.
-
(2002)
Journal of Time Series Analysis
, vol.23
, pp. 251-285
-
-
Arteche, J.1
-
2
-
-
0002356376
-
'Seasonal and cyclical long memory'
-
in. Ghosh, S. (. ed. New York, Marcel Dekker, Inc., pp.
-
Arteche, J. Robinson, P. M. (1999). 'Seasonal and cyclical long memory', in Ghosh S. (ed Asymptotics, Nonparametrics and Time Series, New York, Marcel Dekker, Inc., pp. 115 148.
-
(1999)
Asymptotics, Nonparametrics and Time Series
, pp. 115-148
-
-
Arteche, J.1
Robinson, P.M.2
-
3
-
-
0001935502
-
'Semiparametric inference in seasonal and cyclical long memory processes'
-
Arteche, J. Robinson, P. M. (2000). 'Semiparametric inference in seasonal and cyclical long memory processes', Journal of Time Series Analysis, Vol. 21, pp. 1 25.
-
(2000)
Journal of Time Series Analysis
, vol.21
, pp. 1-25
-
-
Arteche, J.1
Robinson, P.M.2
-
4
-
-
17944366620
-
'Inference for unstable long-memory processes with applications to fractional unit root autoregressions'
-
Chan, N. H. Terrin, N. (1995). 'Inference for unstable long-memory processes with applications to fractional unit root autoregressions', Annals of Statistics, Vol. 23, pp. 1662 1683.
-
(1995)
Annals of Statistics
, vol.23
, pp. 1662-1683
-
-
Chan, N.H.1
Terrin, N.2
-
5
-
-
0001403934
-
'Limiting distributions of least squares estimates of unstable autoregressive processes'
-
Chan, N. H. Wei, C. Z. (1988). 'Limiting distributions of least squares estimates of unstable autoregressive processes', Annals of Statistics, Vol. 16, pp. 367 401.
-
(1988)
Annals of Statistics
, vol.16
, pp. 367-401
-
-
Chan, N.H.1
Wei, C.Z.2
-
6
-
-
0009312290
-
'New methods for the analysis of long-memory time series: Application to Spanish inflation'
-
Delgado, M. A. Robinson, P. M. (1994). 'New methods for the analysis of long-memory time series: application to Spanish inflation', Journal of Forecasting, Vol. 13, pp. 97 107.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 97-107
-
-
Delgado, M.A.1
Robinson, P.M.2
-
7
-
-
84986759400
-
'The estimation and application of long-memory time series models'
-
Geweke, J. Porter-Hudak, S. (1983). 'The estimation and application of long-memory time series models', Journal of Time Series Analysis, Vol. 4, pp. 221 238.
-
(1983)
Journal of Time Series Analysis
, vol.4
, pp. 221-238
-
-
Geweke, J.1
Porter-Hudak, S.2
-
8
-
-
0001818469
-
'A generalized fractionally differencing approach in long-memory modelling'
-
Giraitis, L. Leipus, R. (1995). 'A generalized fractionally differencing approach in long-memory modelling', Lietuvos Matematikos Rinkinys, Vol. 35, pp. 65 81.
-
(1995)
Lietuvos Matematikos Rinkinys
, vol.35
, pp. 65-81
-
-
Giraitis, L.1
Leipus, R.2
-
9
-
-
0003498504
-
-
Academic Press, Orlando, FL.
-
Gradshteyn, J. S. Ryzhik, I. W. (1980). Table of Integrals, Series and Products, Academic Press, Orlando, FL.
-
(1980)
Table of Integrals, Series and Products
-
-
Gradshteyn, J.S.1
Ryzhik, I.W.2
-
10
-
-
0001019644
-
'The typical spectral shape of an economic variable'
-
Granger, C. W. J. (1966). 'The typical spectral shape of an economic variable', Econometrica, Vol. 34, pp. 150 161.
-
(1966)
Econometrica
, vol.34
, pp. 150-161
-
-
Granger, C.W.J.1
-
11
-
-
0000743923
-
'Long memory relationships and the aggregation of dynamic models'
-
Granger, C. W. J. (1980). 'Long memory relationships and the aggregation of dynamic models', Journal of Econometrics, Vol. 14, pp. 227 238.
-
(1980)
Journal of Econometrics
, vol.14
, pp. 227-238
-
-
Granger, C.W.J.1
-
12
-
-
84981477919
-
'(Mis)specification of long-memory in seasonal time series'
-
Hassler, U. (1994). '(Mis)specification of long-memory in seasonal time series', Journal of Time Series Analysis, Vol. 15, pp. 19 30.
-
(1994)
Journal of Time Series Analysis
, vol.15
, pp. 19-30
-
-
Hassler, U.1
-
13
-
-
0039120603
-
'Testing for structural change in a long memory environment'
-
Hidalgo, J. Robinson, P. M. (1996). 'Testing for structural change in a long memory environment', Journal of Econometrics, Vol. 70, pp. 159 174.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 159-174
-
-
Hidalgo, J.1
Robinson, P.M.2
-
14
-
-
2442441509
-
'Semiparametric estimation of seasonal long memory models: Theory and an application to the modeling of exchange rates'
-
Lobato, I. N. (1997). 'Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates', Investigaciones Económicas, Vol. 21, pp. 273 295.
-
(1997)
Investigaciones Económicas
, vol.21
, pp. 273-295
-
-
Lobato, I.N.1
-
15
-
-
0032338835
-
'Real and spurious long memory properties of stock-market data'
-
Lobato, I. N. Savin, N. E. (1998). 'Real and spurious long memory properties of stock-market data', Journal of Business and Economic Statistics, Vol. 16, pp. 261 268.
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 261-268
-
-
Lobato, I.N.1
Savin, N.E.2
-
16
-
-
0002751213
-
'An application of seasonal fractionally differenced model to the monetary aggregates'
-
Porter-Hudak, S. (1990). 'An application of seasonal fractionally differenced model to the monetary aggregates', Journal of the American Statistical Association, Vol. 85, pp. 338 344.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 338-344
-
-
Porter-Hudak, S.1
-
17
-
-
0000225253
-
'Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model'
-
Ray, B. K. (1993). 'Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model', International Journal of Forecasting, Vol. 9, pp. 255 269.
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 255-269
-
-
Ray, B.K.1
-
19
-
-
21344487840
-
'Semiparametric analysis of long-memory time series'
-
Robinson, P. M. (1994b). 'Semiparametric analysis of long-memory time series', Annals of Statistics, Vol. 22, pp. 515 539.
-
(1994)
Annals of Statistics
, vol.22
, pp. 515-539
-
-
Robinson, P.M.1
-
20
-
-
0000668540
-
'Log-periodogram regression of time series with long-range dependence'
-
Robinson, P. M. (1995a). 'Log-periodogram regression of time series with long-range dependence', Annals of Statistics, Vol. 23, pp. 1048 1072.
-
(1995)
Annals of Statistics
, vol.23
, pp. 1048-1072
-
-
Robinson, P.M.1
-
21
-
-
21344446855
-
'Gaussian semiparametric estimation of long-range dependence'
-
Robinson, P. M. (1995b). 'Gaussian semiparametric estimation of long-range dependence', Annals of Statistics, Vol. 23, pp. 1630 1661.
-
(1995)
Annals of Statistics
, vol.23
, pp. 1630-1661
-
-
Robinson, P.M.1
|