A complete asymptotic series for the autocovariance function of a long memory process
Year of publication: |
2008
|
---|---|
Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 99-103
|
Subject: | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Theorie | Theory |
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