Author:
Leipus Remigijus,Surgailis Donatas
Publisher
Springer Science and Business Media LLC
Reference24 articles.
1. M. Aloy, G. Dufrenot, Ch. Lai Tong, and A. Peguin-Feissole, A smooth transition long-memory model, Stud. Nonlinear Dyn. Econom., 17:281–296, 2013.
2. J. Beran and N. Terrin, Testing for a change of the long-memory parameter, Biometrika, 83:627–638, 1996.
3. P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.
4. K. Bružaitė, D. Surgailis, and M. Vaičiulis, Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory, Acta Appl. Math, 96:99–118, 2007.
5. K. Bružaitė and M. Vaičiulis, Asymptotic independence of distant partial sums of linear process, Lith. Math. J., 45:387–404, 2005.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献