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Fixed Bandwidth Inference for Fractional Cointegration
Hualde, Javier; Iacone, Fabrizio - In: Journal of Time Series Analysis 40 (2019) 4, pp. 544-572
Persistent link: https://www.econbiz.de/10012094979
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Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction
Nielsen, Morten Ørregaard; Hualde, Javier - In: Journal of Time Series Analysis 40 (2019) 4, pp. 386-387
Persistent link: https://www.econbiz.de/10012095001
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Weak convergence to a modified fractional Brownian motion
Hualde, Javier - In: Journal of Time Series Analysis 33 (2012) 3, pp. 519-529
Persistent link: https://www.econbiz.de/10010543920