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Publications by Javier Hualde

Small-Band Fixed-bAsymptotics for Weighted Covariance Estimation in Fractional Cointegration

Journal of Time Series Analysis

Applied Mathematics

English

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Fractional Cointegration in US Term Spreads

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Fractional Cointegration in Stochastic Volatility Models

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Long-Run Covariance and Its Applications in Cointegration Regression

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Covariance Weighted Procrustes Analysis

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Estimation and Prediction Using Generalized Wendland Covariance Functions Under Fixed Domain Asymptotics

Annals of Statistics

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Multivariate Exponentially Weighted Moving Sample Covariance Control Chart for Monitoring Covariance Matrix

International Journal of Quality Engineering and Technology

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Testing of Fractional Cointegration in Macroeconomic Time Series*

Oxford Bulletin of Economics and Statistics

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Sharp Weighted Bounds for Fractional Integral Operators

Journal of Functional Analysis

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Two Weighted Inequalities for B-Fractional Integrals

Journal of Inequalities and Applications

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