References

• 2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I143 cited
• 2000Weak convergence of multivariate fractional processes143 cited
• 2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II116 cited
• 2005How rich is the class of multifractional Brownian motions?98 cited
• 2008Multiple local whittle estimation in stationary systems90 cited
• 2002SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES53 cited

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