Asymptotic Properties Of Self-Normalized Linear Processes With Long Memory
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References listed on IDEAS
- Giacomini, Raffaella & Granger, Clive W. J., 2004.
"Aggregation of space-time processes,"
Journal of Econometrics,
Elsevier, vol. 118(1-2), pages 7-26.
- Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
- Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
- Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society.
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- Zhang, Li-Xin & Zhang, Yang, 2015. "Asymptotics for a class of dependent random variables," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 47-56.
- Zhang, Rong-Mao & Sin, Chor-yiu (CY) & Ling, Shiqing, 2015. "On functional limits of short- and long-memory linear processes with GARCH(1,1) noises," Stochastic Processes and their Applications, Elsevier, vol. 125(2), pages 482-512.
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