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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795697
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
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Nonstationary continuous-time processes
Bandi, Federico M.; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003900634
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003461394
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461413
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423