References

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• 1996Statistics for Long-Memory Processes.2,686 cited
• 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
• 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
• 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
• 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
• 1994Semiparametric Analysis of Long-Memory Time Series468 cited
• 1999Gaussian Semiparametric Estimation of Non‐stationary Time Series337 cited
• 1999Non-stationary log-periodogram regression271 cited
• 1995ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES174 cited
• 1994ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM141 cited
• 1996Averaged periodogram estimation of long memory129 cited
• 1999Persistence in International Inflation Rates125 cited
• 1999Long memory and level shifts: Re-analyzing inflation rates121 cited
• 1999Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data