Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Year of publication: |
2001
|
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Authors: | Ling, Shiqing ; Li, Wai Keung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 4, p. 738-764
|
Subject: | Theorie | Theory | ARMA-Modell | ARMA model |
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