Items where Author is "Dalla, Violetta"

Article

Dalla, Violetta, Giraitis, Liudas and Robinson, Peter M. (2020) Asymptotic theory for time series with changing mean and variance. Journal of Econometrics, 219 (2). 281 - 313. ISSN 0304-4076

Dalla, Violetta, Giraitis, Liudas and Hidalgo, Javier (2006) Consistent estimation of the memory parameter for nonlinear time series. Journal of Time Series Analysis, 27 (2). pp. 211-251. ISSN 0143-9782

Dalla, Violetta and Hidalgo, Javier (2005) A parametric bootstrap test for cycles. Journal of Econometrics, 129 (1-2). pp. 219-261. ISSN 0304-4076

Monograph

Dalla, Violetta, Giraitis, Liudas and Hidalgo, Javier (2006) Consistent estimation of the memory parameter for nonlinear time series. EM (497). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dalla, Violetta and Hidalgo, Javier (2005) A parametric bootstrap test for cycles. Econometrics Paper (EM/2005/486). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.