Adaptive semiparametric estimation of the memory parameter

Autor: Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander
Rok: 2000

Seasonal and cyclical long memory

Autor: Arteche, Josu, Robinson, Peter M.
Rok: 1998

Variance-type estimation of long memory

Autor: Giraitis, Liudas, Surgailis, Donatas, Robinson, Peter M.
Rok: 1998

Semiparametric inference in seasonal and cyclical long memory processes

Autor: Arteche, Josu, Robinson, Peter M.
Rok: 1998

Alternative forms of fractional Brownian motion

Autor: Marinucci, D., Robinson, Peter M.
Rok: 1998

Semiparametric frequency domain analysis of fractional cointegration

Autor: Robinson, Peter M., Marinucci, D.
Rok: 1998

Weak convergence of multivariate fractional processes

Autor: Marinucci, D., Robinson, Peter M.
Rok: 1998

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Autor: Robinson, Peter M., Henry, M.
Rok: 1998

A Nonparametric test for I (0)

Autor: Lobato, Ignacio N., Robinson, Peter M.
Rok: 1997

Time series regression with long range dependence

Autor: Hidalgo, F. J., Robinson, Peter M.
Rok: 1997

Modelling nonlinearity and long memory in time series

Autor: Zaffaroni, Paolo, Robinson, Peter M.
Rok: 1997

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence

Autor: Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander
Rok: 1997

Nonlinear time series with long memory : a model for stochastic volatility

Autor: Zaffaroni, Paolo, Robinson, Peter M.
Rok: 1997

Autocorrelation-robust inference

Autor: Velasco, C., Robinson, Peter M.
Rok: 1996

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Autor: Gil-Alana, L. A., Robinson, Peter M.
Rok: 1996