@article{599ad6048cc1436584f3098438fa20b3,
title = "Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration",
author = "Javier Hualde and Fabrizio Iacone",
note = "{\textcopyright} 2015, The publisher. This is an author-produced version of the published paper. Uploaded in accordance with the publisher{\textquoteright}s self-archiving policy. Further copying may not be permitted; contact the publisher for details",
year = "2015",
month = jul,
doi = "10.1111/jtsa.12113",
language = "English",
volume = "36",
pages = "528--540",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "4",
}