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İktisat Bölümü Ankara, Turkey
RePEc:edi:debiltr (more details at EDIRC)
Research outputJump to: Articles
- Mirza Trokić, 2013. "Regulated fractionally integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(5), pages 591-601, September.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Mirza Trokić, 2013.
"Regulated fractionally integrated processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 34(5), pages 591-601, September.
- Margherita Gerolimetto & Stefano Magrini, 2020. "Testing for boundary conditions in case of fractionally integrated processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(2), pages 357-371, June.
- Margherita Gerolimetto & Stefano Magrini, 2017. "On the power of the simulation-based ADF test in bounded time series," Economics Bulletin, AccessEcon, vol. 37(1), pages 539-552.
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021.
"“Detecting multiple level shifts in bounded time series”,"
AQR Working Papers
202106, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2021.
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021. ""Detecting multiple level shifts in bounded time series"," IREA Working Papers 202115, University of Barcelona, Research Institute of Applied Economics, revised Jul 2021.
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