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On the existence of some processes

, , and . Stochastic Processes and their Applications, 118 (5): 755--761 (May 2008)

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The FEXP estimator for potentially non-stationary linear time series, , and . Stochastic Processes and their Applications, 97 (2): 307--340 (February 2002)The periodogram of an i.i.d. sequence, and . Stochastic Processes and their Applications, 92 (2): 315--343 (April 2001)An adaptive broadband estimator of the fractional differencing coefficient., , and . ICASSP, page 3417-3420. IEEE, (2001)Estimation of the location and exponent of the spectral singularity of a long memory process, and . Journal of Time Series Analysis, 25 (1): 55--81 (Jan 1, 2004)doi: 10.1111/j.1467-9892.2004.00337.x.Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence, and . Journal of Time Series Analysis, 21 (2): 193--218 (61 03 2000)doi: 10.1111/1467-9892.00181.Corrigendum to "Estimating Long Memory in Volatility", , and . Econometrica, 76 (3): 661--662 (122 05 2008)doi: 10.1111/j.1468-0262.2008.00851.x.Estimating Long Memory in Volatility, , and . Econometrica, 73 (4): 1283--1328 (182 07 2005)doi: 10.1111/j.1468-0262.2005.00616.x.On the existence of some processes, , and . Stochastic Processes and their Applications, 118 (5): 755--761 (May 2008)Nonlinear functionals of the periodogram, , and . Journal of Time Series Analysis, 23 (5): 523--553 (244 09 2002)doi: 10.1111/1467-9892.00277.Asymptotics for duration-driven long range dependent processes, , and . Journal of Econometrics, 141 (2): 913--949 (December 2007)