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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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Trend stationarity versus long-range dependence in time series analysis
Marmol, Francese; Velasco, Carlos - In: Journal of econometrics 108 (2002) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10001656499
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Recursive lower and dual upper bounds for Bermudan-style options
Ibáñez, Alfredo; Velasco, Carlos - In: European journal of operational research : EJOR 280 (2020) 2, pp. 730-740
Persistent link: https://www.econbiz.de/10012132467
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001482790
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On discrete sampling of time-varying continuous-time system
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492507
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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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Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10009789503
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Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas; Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001703681
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The memory of stochastic volatility models
Robinson, Peter M. - In: Journal of econometrics 101 (2001) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
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The memory of stochastic volatility models
Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001555758