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Large-sample inference for nonparametric regression with dependent errors. (1997). Robinson, Peter M..
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:302.

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  3. Asymptotic theory for regression models with fractional local to unity root errors. (2021). Sabzikar, Farzad ; Brabanter, Kris.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
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  4. Lack of fit test for long memory regression models. (2020). Wang, Lihong.
    In: Statistical Papers.
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  5. Comparing two nonparametric regression curves in the presence of long memory in covariates and errors. (2020). Li, Fang ; Koul, Hira L.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
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  6. Bootstrap long memory processes in the frequency domain. (2020). Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
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  7. Asymptotic theory for time series with changing mean and variance. (2020). Robinson, Peter M ; Giraitis, Liudas ; Dalla, Violetta.
    In: Journal of Econometrics.
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  8. Data-driven Local Polynomial for the Trend and its Derivatives in Economic Time Series. (2019). Gries, Thomas ; Feng, Yuanhua ; Fritz, Marlon.
    In: Working Papers Dissertations.
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  9. Spatial long memory. (2019). Robinson, Peter.
    In: LSE Research Online Documents on Economics.
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  10. Bayesian time series regression with nonparametric modeling of autocorrelation. (2018). Lim, Chae Young ; Ho, Kun ; Dey, Tanujit.
    In: Computational Statistics.
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  11. Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin.
    In: CeMMAP working papers.
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  12. Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends. (2017). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin.
    In: Monash Econometrics and Business Statistics Working Papers.
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  13. Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard .
    In: Journal of Econometrics.
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  14. Semiparametric Sieve-Type Generalized Least Squares Inference. (2016). Psaradakis, Zacharias ; Kapetanios, George.
    In: Econometric Reviews.
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  15. Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity. (2015). GAO, Jiti ; Cai, Biqing ; Dong, Chaohua.
    In: Monash Econometrics and Business Statistics Working Papers.
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  16. A semiparametric conditional capital asset pricing model. (2015). Ren, Yu ; CAI, ZONGWU ; Yang, Bingduo.
    In: Journal of Banking & Finance.
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  17. Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia .
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  18. Testing for Breaks in Regression Models with Dependent Data. (2015). Dalla, Violetta ; Hidalgo, Javier.
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  19. Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination. (2015). Christensen, Bent Jesper ; Varneskov, Rasmus T..
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  20. Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach. (2014). Boubaker, Heni ; Sghaier, Nadia .
    In: Working Papers.
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  21. Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach. (2014). Boubaker, Heni.
    In: Working Papers.
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  22. STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES. (2014). Koul, Hira L. ; Dalla, Violetta ; Giraitis, Liudas.
    In: Journal of Time Series Analysis.
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  23. NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE. (2014). Li, Runze ; Zhao, Zhibiao ; Zhang, Yiyun .
    In: Journal of Time Series Analysis.
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  24. On rate-optimal nonparametric wavelet regression with long memory moving average errors. (2013). Li, Linyuan ; Lu, Kewei .
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  25. Nonparametric quantile regression with heavy-tailed and strongly dependent errors. (2013). Honda, Toshio.
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  26. Inference on Nonstationary Time Series with Moving Mean. (2013). GAO, Jiti ; Robinson, Peter M..
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  27. Bootstrap testing for discontinuities under long-range dependence. (2012). Beran, Jan ; Shumeyko, Yevgen .
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  28. Nonparametric trending regression with cross-sectional dependence. (2012). Robinson, Peter M..
    In: Journal of Econometrics.
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  29. Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends. (2012). McCloskey, Adam.
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  30. Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam.
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  31. Rates of convergence in the central limit theorem for linear statistics of martingale differences. (2011). Merlevede, Florence ; Dedecker, Jerome .
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  32. Asymptotic theory for nonparametric regression with spatial data. (2011). Robinson, P. M..
    In: Journal of Econometrics.
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  33. Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2010). Perron, Pierre ; McCloskey, Adam.
    In: Boston University - Department of Economics - Working Papers Series.
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  34. Local Whittle estimation of the memory parameter in presence of deterministic components. (2010). Iacone, Fabrizio.
    In: Journal of Time Series Analysis.
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  35. Inference On Nonparametrically Trending Time Series With Fractional Errors. (2009). Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
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  36. Developments in the Analysis of Spatial Data. (2009). Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
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  37. Fully Modified Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration. (2008). Nielsen, Morten ; Frederiksen, Per .
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  38. Developments in the analysis of spatial data. (2008). Robinson, Peter.
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  39. Inference on nonparametrically trending time series with fractional errors. (2008). Robinson, Peter.
    In: LSE Research Online Documents on Economics.
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  40. Specification testing for regression models with dependent data. (2008). Hidalgo, J..
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  41. Nonlinear time series: semiparametric and nonparametric methods. (2007). GAO, Jiti.
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  42. Specification testing for regression models with dependent data. (2007). Hidalgo, Javier.
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  43. SPECIFICATION TESTING FORREGRESSION MODELS WITHDEPENDENT DATA. (2007). Hidalgo, Javier.
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  44. Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation. (2007). Fan, Jianqing ; Jiang, Jiancheng .
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  45. A note on quantile estimation for long-range dependent stochastic processes. (2006). Vieu, P. ; Youndje, É., .
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  46. Residual log-periodogram inference for long-run relationships. (2006). Velasco, Carlos ; Marmol, Francesc ; Hassler, Uwe.
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  47. Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction. (2004). Robinson, Peter M..
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  48. Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series. (2004). Guerre, Emmanuel.
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  49. ROBUST COVARIANCE MATRIX ESTIMATION: HAC Estimates with Long Memory/Antipersistence Correction. (2004). Robinson, Peter M.
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  50. Residual Log-Periodogram Inference for Long-Run Relationships. (2002). Velasco, Carlos ; Hassler, Uwe ; Marmol, Francesc .
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  51. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (2002). GAO, Jiti ; Heyde, Chris ; Anh, VO.
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  52. Residual Log-Periodogram Inference for Long-Run-Relationships. (2002). Velasco, Carlos ; Hassler, Uwe ; Marmol, Francesc .
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  53. Nonparametric estimation in null recurrent times series. (1998). Tjostheim, Dag ; Karlsen, Hans Arnfinn .
    In: SFB 373 Discussion Papers.
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  54. Aggregation of Nonparametric Estimators for Volatility Matrix. (). Fan, Jianqing ; Jinchi Lv, .
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  18. Risk Measurement. (2019). Hassani, Bertrand K ; Guegan, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-02119256.

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  19. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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  20. The cyclical structure of the UK inflation rate: 1210–2016. (2019). Gil-Alana, Luis ; Trani, Tommaso.
    In: Economics Letters.
    RePEc:eee:ecolet:v:181:y:2019:i:c:p:182-185.

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  21. Cycles and Long-Range Behaviour in the European Stock Market. (2019). Caporale, Guglielmo Maria ; Poza, Carlos ; Gil-Alana, Luis A.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7943.

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  22. A new look at Cryptocurrencies. (2018). Phillip, Andrew ; Peiris, Shelton.
    In: Economics Letters.
    RePEc:eee:ecolet:v:163:y:2018:i:c:p:6-9.

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  23. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton.
    In: JRFM.
    RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610.

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  24. Inference on nonstationary time series with moving mean. (2014). Robinson, Peter M ; Gao, Jiti.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:66509.

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  25. Inference on Nonstationary Time Series with Moving Mean. (2013). GAO, Jiti ; Robinson, Peter M..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2013-15.

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  26. A non-linear approach with long range dependence based on Chebyshev polynomials. (2013). Gil-Alana, Luis ; Cuestas, Juan.
    In: Working Papers.
    RePEc:aee:wpaper:1301.

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  27. A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials. (2012). Gil-Alana, Luis ; Cuestas, Juan.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1412.

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  28. Modelling Long Run Trends and Cycles in Financial Time Series Data. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1312.

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  29. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:1-2:p:105-136.

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  30. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate. (2011). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0411.

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  31. A wavelet Whittle estimator of generalized long-memory stochastic volatility. (2011). Hauser, Michael ; Gonzaga, Alex .
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:20:y:2011:i:1:p:23-48.

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  32. On the return period of the 2003 heat wave. (2010). Charpentier, Arthur.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00463492.

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  33. Time series modelling of sunspot numbers using long range cyclical dependence. (2009). Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0609.

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  34. Statistical Fourier Analysis: Clarifications and Interpretations. (2009). Pollock, David ; Stephen D. S. G. Pollock, .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:1.

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  35. Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration. (2008). Gil-Alana, Luis A..
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1308.

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  36. Fractional and seasonal filtering. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00646178.

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  37. Estimation of k-Factor Gigarch Process: A Monte Carlo Study. (2008). DIONGUE, Abdou Ka ; Guegan, Dominique ; Ka, Diongue Abdou .
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00375758.

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  38. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00283710.

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  39. The increment ratio statistic. (2008). Surgailis, Donatas ; Vaiciulis, Marijus ; TEYSSIeRE, Gilles .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:3:p:510-541.

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  40. Testing for deterministic and stochastic cycles in macroeconomic time series. (2007). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirica.
    RePEc:kap:empiri:v:34:y:2007:i:2:p:155-169.

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  41. Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited. (2007). Gil-Alana, Luis.
    In: Empirica.
    RePEc:kap:empiri:v:34:y:2007:i:2:p:139-154.

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  42. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics. (2006). Norrbin, Stefan C ; Smallwood, Aaron D.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:409-417.

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  43. Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994. (2005). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1805.

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  44. Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output. (2005). Gil-Alana, Luis.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:viii:y:2005:i:1-2:p:99-126.

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  45. Efficient Estimation of Seasonal Long‐Range‐Dependent Processes. (2005). Palma, Wilfredo ; Chan, Ngai Hang.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:6:p:863-892.

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  46. Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series. (2005). Velasco, Carlos ; Arteche, Josu.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:4:p:581-611.

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  47. Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results. (2004). Viano, Marie-Claude ; Oppenheim, Georges.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:25:y:2004:i:3:p:335-350.

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  48. Estimation of the location and exponent of the spectral singularity of a long memory process. (2004). Soulier, Philippe ; Hidalgo, Javier.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:25:y:2004:i:1:p:55-81.

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  49. Testing of Nonstationary Cycles in Financial Time Series Data. (2003). Gil-Alana, Luis ; DePenya, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1503.

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  50. Cointégration fractionnaire entre la consommation et le revenu. (2003). Mignon, Valérie ; Lardic, Sandrine .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2003_num_158_2_6907.

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  51. Multivariate Tests of Fractionally Integrated Hypotheses. (2002). Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0902.

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  52. An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models. (2002). Smallwood, Aaron ; Beaumont, Paul.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:285.

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  53. Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M..
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120.

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  54. Large-sample inference for nonparametric regression with dependent errors. (1997). Robinson, Peter M..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:302.

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  55. Nonparametric regression with long-memory errors. (1997). Deo, Rohit.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:33:y:1997:i:1:p:89-94.

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  56. Fractional Cointegration Analysis of Long Term International Interest Rates. (1996). Barkoulas, John ; Baum, Christopher ; Oguz, Gurkan S..
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:315.

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  57. Cointegration, Fractional Cointegration, and Exchange Rate Dynamics.. (1994). Bollerslev, Tim ; Baillie, Richard.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:49:y:1994:i:2:p:737-45.

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