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Xiaofeng Shao, “A simple test of changes in mean in the possible presence of long-range dependence”, Journal of Time Series Analysis, 32:6 (2011), 598
Hongwei Sun, Qin Guo, “Coefficient regularized regression with non-iid sampling”, International Journal of Computer Mathematics, 88:15 (2011), 3113
Karim M. Abadir, Walter Distaso, Liudas Giraitis, “An I() model with trend and cycles”, Journal of Econometrics, 163:2 (2011), 186
Karim M. Abadir, Walter Distaso, Liudas Giraitis, “An I(d) Model with Trend and Cycles”, SSRN Journal, 2011
HongShuai Dai, YuQiang Li, “A note on approximation to multifractional Brownian motion”, Sci. China Math., 54:10 (2011), 2145
Yuqiang Li, Hongshuai Dai, “Approximations of fractional Brownian motion”, Bernoulli, 17:4 (2011)
Jérôme Dedecker, Florence Merlevède, Magda Peligrad, “Invariance principles for linear processes with application to isotonic regression”, Bernoulli, 17:1 (2011)
Iddo Eliazar, Joseph Klafter, “Anomalous is ubiquitous”, Annals of Physics, 326:9 (2011), 2517
Jin Qiu, ZhengYan Lin, “The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations”, Sci. China Math., 54:1 (2011), 117
A. Kumar, Mark M. Meerschaert, P. Vellaisamy, “Fractional normal inverse Gaussian diffusion”, Statistics & Probability Letters, 81:1 (2011), 146
Christophe Chesneau, Palle E. Jorgensen, “Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences”, International Journal of Mathematics and Mathematical Sciences, 2011:1 (2011)
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Soren Johansen, Morten Ørregaard Nielsen, “A Necessary Moment Condition for the Fractional Functional Central Limit Theorem”, SSRN Journal, 2010
Lihong Wang, “Kernel type smoothed quantile estimation under long memory”, Stat Papers, 51:1 (2010), 57
Hongwei Sun, Qiang Wu, “Regularized least square regression with dependent samples”, Adv Comput Math, 32:2 (2010), 175
Frédéric Lavancier, Anne Philippe, Donatas Surgailis, “A two-sample test for comparison of long memory parameters”, Journal of Multivariate Analysis, 101:9 (2010), 2118
Jiti Gao, Qiying Wang, “Long-Range Dependent Time Series Specification”, SSRN Journal, 2010
Soren Johansen, Morten Ørregaard Nielsen, Margit Sommer, “Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model”, SSRN Journal, 2010
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