D. Marinucci

affiliation not provided to SSRN

SCHOLARLY PAPERS

8

DOWNLOADS

341

SSRN CITATIONS
Rank 13,122

SSRN RANKINGS

Top 13,122

in Total Papers Citations

7

CROSSREF CITATIONS

113

Scholarly Papers (8)

1.

Alternative Forms of Fractional Brownian Motion - (Now Published in Journal of Statistical Planning and Inference, 80 (1999), Pp.111-122.)

LSE STICERD Research Paper No. EM354
Number of pages: 19 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 59 (673,327)
Citation 1

Abstract:

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2.

Band Spectrum Regression for Cointegrated Time Series with Long Memory Innovations

LSE STICERD Research Paper No. EM353
Number of pages: 23 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 54 (701,645)

Abstract:

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3.

Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised Version Forthcoming in P M Robinson: Time Series with Long Memory (Oxford University Press).

LSE STICERD Research Paper No. EM348
Number of pages: 50 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 53 (707,451)

Abstract:

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4.

Weak Convergence of Multivariate Fractional Processes - (Now Published in Stochastic Processes and Their Applications, 80 (1999), Pp.103-120.)

LSE STICERD Research Paper No. EM352
Number of pages: 27 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 51 (719,849)
Citation 2

Abstract:

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5.

Semiparametric Fractional Cointegration Analysis

LSE STICERD Research Paper No. EM420
Number of pages: 29 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 32 (857,277)
Citation 1

Abstract:

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6.

The Averaged Periodogram for Nonstationary Vector Time Series

LSE STICERD Research Paper No. EM408
Number of pages: 17 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 32 (857,277)

Abstract:

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7.

Narrow-Band Analysis of Nonstationary Processes

LSE STICERD Research Paper No. EM421
Number of pages: 52 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 30 (874,363)

Abstract:

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8.

Finite Sample Improvement in Statistical Inference with I(1) Processes

LSE STICERD Research Paper No. EM422
Number of pages: 28 Posted: 21 Jul 2008
D. Marinucci
affiliation not provided to SSRN
Downloads 30 (874,363)

Abstract:

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