Asymptotic theory for near integrated processes driven by tempered linear processes-Reference-Cited by-同舟云学术

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Asymptotic theory for near integrated processes driven by tempered linear processes

Published:2020-05 Issue:1 Volume:216 Page:192-202
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Sabzikar Farzad,Wang Qiying,Phillips Peter C.B.

Funder

University of Auckland

National Science Foundation

Australian Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference44 articles.

1. Handbook of Mathematical Functions;Abramowitz,1965

2. Parameter inference for a nearly nonstationary first order autoregressive model;Ahtola;Biometrika,1984

3. Convergence of Probability Measures;Billingsley,1968

4. Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping;Bolin;Ann. Appl. Stat.,2011

5. Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence;Buchmann;Ann. Statist.,2007

Cited by 2 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

1. Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples;Journal of Computational and Graphical Statistics;2024-01-26

2. How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion?;Journal of Theoretical Probability;2021-01-18

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