References

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• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
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• 1996Statistics for Long-Memory Processes.1,480 cited
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• 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
• 1987Tests for Hurst Effect544 cited
• 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
• 1999Alternative forms of fractional Brownian motion289 cited
• 2010Likelihood inference for a nonstationary fractional autoregressive model184 cited
• 2002A Fractional Dickey-Fuller Test for Unit Roots153 cited
• 2000Weak convergence of multivariate fractional processes143 cited
• 1994On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean142 cited
• 2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II116 cited
• 2005Alternative bootstrap procedures for testing cointegration in fractionally integrated processes