A Central Limit Theorem Of Fourier Transforms Of Strongly Dependent Stationary Processes
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DOI: 10.1111/j.1467-9892.1989.tb00036.x
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- McCoy, E. J. & Stephens, D. A., 2004. "Bayesian time series analysis of periodic behaviour and spectral structure," International Journal of Forecasting, Elsevier, vol. 20(4), pages 713-730.
- Charfeddine, Lanouar & Guégan, Dominique, 2012.
"Breaks or long memory behavior: An empirical investigation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
- Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01314013, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Working Papers halshs-00722032, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," PSE-Ecole d'économie de Paris (Postprint) hal-01314013, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Post-Print hal-01314013, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485, HAL.
- Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp, 2002.
"On robust local polynomial estimation with long-memory errors,"
International Journal of Forecasting, Elsevier, vol. 18(2), pages 227-241.
- Beran, Jan & Feng, Yuanhua & Gosh, Sucharita & Sibbertsen, Philipp, 2000. "On robust local polynomial estimation with long-memory errors," CoFE Discussion Papers 00/18, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp, 2000. "On robust local polynominal estimation with long-memory errors," Technical Reports 2000,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019. "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers 7/19, Monash University, Department of Econometrics and Business Statistics.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print halshs-00377485, HAL.
- J. Arteche & C. Velasco, 2005. "Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 581-611, July.
- T. Subba Rao & Gyorgy Terdik, 2017. "A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 936-959, November.
- Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2014.
"Persistence in the banking industry: Fractional integration and breaks in memory,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 95-112.
- Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
- La Spada Gabriele & Lillo Fabrizio, 2014.
"The effect of round-off error on long memory processes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
- Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
- Ørregaard Nielsen, Morten, 2004.
"Local empirical spectral measure of multivariate processes with long range dependence,"
Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 145-166, January.
- Nielsen, Morten Oe., "undated". "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers 2002-16, Department of Economics and Business Economics, Aarhus University.
- Charfeddine, Lanouar & Khediri, Karim Ben, 2016. "Time varying market efficiency of the GCC stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 487-504.
- Kim, Young Min & Nordman, Daniel J., 2013. "A frequency domain bootstrap for Whittle estimation under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 405-420.
- Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Post-Print halshs-00188309, HAL.
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