Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
| Year of publication: |
2007
|
|---|---|
| Authors: | Poskitt, D. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 4, p. 697-725
|
| Publisher: |
Springer |
| Subject: | Autoregression | Autoregressive approximation | Fractional process | Non-invertibility | Order selection | Asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184672