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]

@article{WangLG02,
  title = {Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence},
  author = {Qiying Wang and Yan-Xia Lin and Chandra Gulati},
  year = {2002},
  doi = {10.1155/S1173912602000184},
  url = {http://dx.doi.org/10.1155/S1173912602000184},
  researchr = {https://researchr.org/publication/WangLG02},
  cites = {0},
  citedby = {0},
  journal = {JAMDS},
  volume = {6},
  number = {4},
  pages = {255-269},
}