The distance between rival nonstationary fractional processes

By Peter M. Robinson. 2004

66 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/194f120a6947d2d40e7d66f9d30e290f236ff1bd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Morten Ørregaard Nielsen
  2. Katsumi Shimotsu
  3. Boris Buchmann
  4. Ngai Hang Chan
  5. Peter C. B. Phillips
  6. L. Gil‐Alana
  7. Peter M. Robinson
  8. Zhongjun Qu

In Finance

  1. Morten Ørregaard Nielsen
  2. Katsumi Shimotsu
  3. Boris Buchmann
  4. Ngai Hang Chan
  5. Peter C. B. Phillips
  6. Peter M. Robinson
  7. L. Gil‐Alana
  8. Zhongjun Qu

In Mathematical Physics

  1. Boris Buchmann
  2. Ngai Hang Chan
  3. Morten Ørregaard Nielsen
  4. Katsumi Shimotsu

Citations in the corpus