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Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000990118
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Weak convergence of multivariate fractional processes
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991072
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Alternative forms of fractional Brownian motion
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991075
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Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994844
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Seasonal and cyclical long memory
Arteche, Josu; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994845
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Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492
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Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973220
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Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973221
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Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843