Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence

Qiying Wang, Yan-Xia Lin, Chandra Gulati. Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence. JAMDS, 6(4):255-269, 2002. [doi]

Authors

Qiying Wang

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Yan-Xia Lin

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Chandra Gulati

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