Asymptotics for the conditional-sum-of-squares estimator in fractional time series models
Year of publication: |
2011
|
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Authors: | Nielsen, Morten Ørregaard |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | asymptotic normality | conditional-sum-of-squares estimator | consistency | fractional integration | fractional time series | likelihood inference | long memory | nonstationary | uniform convergence |
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