Nonstationary Fractionally Integrated Functional Time Series

Li, Degui orcid.org/0000-0001-6802-308X, Robinson, Peter M. and Shang, Hanlin (2023) Nonstationary Fractionally Integrated Functional Time Series. Bernoulli. pp. 1505-1526. ISSN 1350-7265

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Dates:
  • Accepted: 5 May 2022
  • Published (online): 19 February 2023
  • Published: May 2023
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 10 May 2022 15:10
Last Modified: 04 Feb 2024 01:18
Published Version: https://doi.org/10.3150/22-BEJ1508
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.3150/22-BEJ1508

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Filename: LRS_Bernoulli_2022.pdf

Description: LRS-Bernoulli-2022

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