Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Year of publication: |
2008
|
---|---|
Authors: | Georgiev, Iliyan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 3, p. 587-615
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
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