Large Sample Inference for Long Memory Processes
Liudas Giraitis, Hira Lal Koul, Донатас Сургайлис · IMPERIAL COLLEGE PRESS eBooks · 2012
Introduction Estimation Some Inference Problems Residual Empirical Processes Regression Models Nonparametric Regression with Heteroscedastic Errors Model Checking under Long Memory Long Memory under Infinite Variance.