Fractionally integrated curve time series with cointegration
SWE_lt_female_death.txt and SWE_lt_male_death.txt: Obtained from Human Mortality Database, a Swedish data sample considered in our working paper
empirical.r: studies memory parameter estimation obtained from the local Whittle estimator
VRtest_ERestimation.r: studies variance-ratio test for determining the subspaces of nonstationary and stationary components
VRtest_sizepower_max.r and VRtest_sizepower.trace.r: size and power of the two statistics in the variance-ratio tests
FRACTIONAL_PAPER_CV_COMBINED.r: determination of critical value in the variance-ratio test
LocalWhittle_coverage_performance.r: confidence interval of the memory parameter based on the asymptotic normality of the local Whittle estimator
LocalWhittle_general_performance.r: point estimation of the memory paramter from the local Whittle estimator
auxiliary: sub-folder containing some generic functions