Asymptotics for nonlinear transformations of integrated time series
Year of publication: |
1999
|
---|---|
Authors: | Park, Joon Y. ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 3, p. 269-298
|
Subject: | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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