Reference health
Long-Range Dependent Time Series Specification
31/31 checkable references clean · checked 2026-08-06
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 31 checked references that resolve
resolves10.1111/1467-842x.00099
Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
resolves10.1016/0304-4076(95)01731-3
Editors' introduction: Fractional differencing and long memory processes
resolves10.1111/1467-9469.00108
Root‐<i>n</i>‐consistent Estimation in Partial Linear Models with Long‐memory Errors
resolves10.1016/j.jeconom.2006.12.002
An adaptive empirical likelihood test for parametric time series regression models
resolves10.1016/0304-4076(94)90068-x
Semiparametric estimation from time series with long-range dependence
resolves10.1214/aop/1176993001
Noncentral Limit Theorems for Quadratic Forms in Random Variables Having Long-Range Dependence
resolves10.1007/bf00569990
Central limit theorems for quadratic forms in random variables having long-range dependence
resolves10.1111/j.1368-423x.2006.00188.x
Semiparametric estimation and testing of the trend of temperature series
resolves10.1017/s0266466610000241
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
resolves10.1007/bf01207515
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
resolves10.1007/s004400050089
Limit theorems for bivariate Appell polynomials. Part I: Central limit theorems
resolves10.1111/1467-9892.00041
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
resolves10.1016/0304-4149(93)90067-e
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
resolves10.1214/aos/1032526953
On the asymptotic expansion of the empirical process of long-memory moving averages
resolves10.1016/s0304-4076(98)00011-6
A simple consistent bootstrap test for a parametric regression function
resolves10.1162/003465304323023886
Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects
resolves10.1111/j.1468-0262.2005.00598.x
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
resolves10.1214/aos/1069362387
Large-sample inference for nonparametric regression with dependent errors
The 6 references without a DOI — listed, not checked
no DOI — not checkedSpecial Issue on Long-Range Dependence
no DOI — not checkedref5
no DOI — not checkedDensity estimation in strongly dependent nonlinear time series
no DOI — not checkedBootstrap of kernel smoothing in nonlinear time series
no DOI — not checkedA decomposition for generalized U -statistics of long-memory linear processes. Theory and Applications of Long-Range Dependence 143-155
no DOI — not checkedOn random-design model with dependent errors
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