Functional limit theorem for fractional processes (a)
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Cited by:
- Marmol, Francesc, 1996. "Correlation theory of spuriously related higher order integrated processes," Economics Letters, Elsevier, vol. 50(2), pages 169-173, February.
- Marmol, Francesc, 1998.
"Spurious regression theory with nonstationary fractionally integrated processes,"
Journal of Econometrics, Elsevier, vol. 84(2), pages 233-250, June.
- Marmol, Francesc, 1997. "Spurius regression theory with nonstationary fractionally integrated processes," DES - Working Papers. Statistics and Econometrics. WS 10733, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Francesc Marmol & Juan J. Dolado, 1999.
"Asymptotic Inference for Nonstationary Fractionally Integrated Processes,"
Computing in Economics and Finance 1999
513, Society for Computational Economics.
- Mármol, Francesc, 1999. "Asymptotic inference for monstationary fractionally integrated processes," DES - Working Papers. Statistics and Econometrics. WS 6350, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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