Items where Author is "Marinucci, D"

Number of items: 12.
  • Alternative forms of fractional Brownian motion. Marinucci, D; Robinson, Peter
  • Alternative forms of fractional Brownian motion. Marinucci, D; Robinson, Peter M.
  • Finite sample improvement in statistical inference with I(1) processes. Marinucci, D; Robinson, Peter M
  • Finite sample improvements in statistical inference with I(1) processes. Marinucci, D; Robinson, Peter
  • Narrow-band analysis of nonstationary processes. Marinucci, D; Robinson, Peter
  • Semiparametric fractional cointegration analysis. Marinucci, D; Robinson, Peter
  • Semiparametric fractional cointegration analysis. Marinucci, D; Robinson, Peter M.
  • Semiparametric frequency domain analysis of fractional cointegration. Marinucci, D; Robinson, Peter M.
  • Weak convergence of multivariate fractional processes. Marinucci, D; Robinson, Peter
  • Weak convergence of multivariate fractional processes. Marinucci, D; Robinson, Peter M. picture_as_pdf
  • The averaged periodogram for nonstationary vector time series. Robinson, Peter; Marinucci, D
  • The averaged periodogram for nonstationary vector time series. Marinucci, D; Robinson, Peter M.