Inference for Unstable Long-Memory Processes with Applications to Fractional Unit Root Autoregressions
1995 ◽
Vol 23
(5)
◽
pp. 1662-1683
◽
Ngai Hang Chan
◽
Norma Terrin
2000 ◽
Vol 21
(1)
◽
pp. 1-25
◽
Josu Arteche
◽
Peter M. Robinson
2005 ◽
Vol 26
(6)
◽
pp. 867-878
◽
1997 ◽
Vol 39
(1)
◽
pp. 105-106
Jan Beran
◽
Yuanhua Feng
◽
Sucharita Ghosh
◽
Rafal Kulik
Paul M. Beaumont
◽
Aaron D. Smallwood
Nadhem Selmi
◽
Nejib Hachicha
Govindan Rangarajan
◽
Mingzhou Ding
1999 ◽
Vol 18
(1)
◽
pp. 59-75
◽
Julia Brodsky
◽
Clifford M. Hurvich
2006 ◽
Vol 90
(3)
◽
pp. 446-454
◽
Liudas Giraitis
◽
Hira L Koul
◽
Donatas Surgailis