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On discrete sampling of time-varying continuous-time systems
Robinson, Peter M. - In: Econometric theory 25 (2009) 4, pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
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Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da; Robinson, Peter M. - In: Econometric theory 24 (2008) 5, pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - In: Econometric theory 15 (1999) 3, pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 497-539
Persistent link: https://www.econbiz.de/10001589011
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Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - In: Econometric theory 32 (2016) 2, pp. 431-457
Persistent link: https://www.econbiz.de/10011578494