Conventional Inference under Nonstationary Heavy Tailed Fractional Processes & Arrays

Ioannis Kasparis

University of Cyprus Working Papers in Economics from University of Cyprus Department of Economics

Keywords: Domains of attraction, fractional process; heavy-tailed process, kernel regression, IVX, mildly integrated process, nearly integrated process, stable distribution, weakly nonstationary process (search for similar items in EconPapers)
JEL-codes: C12 C13 C14 C22 C26 (search for similar items in EconPapers)
Pages: 242 pages
Date: 2026-10-21
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Persistent link: https://EconPapers.repec.org/RePEc:ucy:cypeua:03-2026

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