Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Nielsen, Morten Ørregaard
2001.
Efficient Likelihood Inference in Nonstationary Univariate Models.
SSRN Electronic Journal ,
Gil‐Alana, Luis A.
2004.
A joint test of fractional integration and structural breaks at a known period of time.
Journal of Time Series Analysis,
Vol. 25,
Issue. 5,
p.
691.
Nielsen, Morten Ørregaard
2004.
EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS.
Econometric Theory,
Vol. 20,
Issue. 01,
Nielsen, Morten Ørregaard
2004.
Efficient inference in multivariate fractionally integrated time series models.
The Econometrics Journal,
Vol. 7,
Issue. 1,
p.
63.
Ling, Shiqing
and
McAleer, Michael
2004.
Regression quantiles for unstable autoregressive models.
Journal of Multivariate Analysis,
Vol. 89,
Issue. 2,
p.
304.
Johansen, Soren
Nielsen, Morten Ørregaard
and
Sommer, Margit
2007.
Likelihood Inference for a Nonstationary Fractional Autoregressive Model.
SSRN Electronic Journal,
Johansen, Søren
and
Nielsen, Morten Ørregaard
2010.
Likelihood inference for a nonstationary fractional autoregressive model.
Journal of Econometrics,
Vol. 158,
Issue. 1,
p.
51.
Bardet, Jean-Marc
and
Dola, Béchir
2016.
Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics.
Journal of Time Series Econometrics,
Vol. 8,
Issue. 2,
Harris, David
and
Kew, Hsein
2017.
ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY.
Econometric Theory,
Vol. 33,
Issue. 3,
p.
755.
Boniece, B. Cooper
Didier, Gustavo
and
Sabzikar, Farzad
2021.
Tempered fractional Brownian motion: Wavelet estimation, modeling and testing.
Applied and Computational Harmonic Analysis,
Vol. 51,
Issue. ,
p.
461.
Xi, Daiqing
and
Pang, Tianxiao
2021.
Estimating multiple breaks in mean sequentially with fractionally integrated errors.
Statistical Papers,
Vol. 62,
Issue. 1,
p.
451.
Liu, Yarong
Wang, Yejuan
and
Caraballo, Tomás
2022.
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise.
Stochastics and Dynamics,
Vol. 22,
Issue. 05,
Zhang, Lijuan
Wang, Yejuan
and
Hu, Yaozhong
2024.
Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index H ∈ (0,1).
Journal of Differential Equations,
Vol. 405,
Issue. ,
p.
287.
Zhang, Lijuan
Wang, Yejuan
and
Hu, Yaozhong
2024.
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM.
Stochastic Analysis and Applications,
Vol. 42,
Issue. 1,
p.
64.
Wang, Jixia
Sun, Lu
and
Miao, Yu
2024.
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion.
Statistics & Probability Letters,
Vol. 207,
Issue. ,
p.
110020.