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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10008311723
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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao; Shao, Xiaofeng; Anderson, T.W.; Andrews, … - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng; Wu, Wei Biao; Baillie, R.T.; Chung, C.F.; … - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10008883206
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UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
Wu, Wei Biao - In: Econometric theory 22 (2006) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10006955266