Estimating the mean under strong persistence
Uwe Hassler, Mehdi Hosseinkouchack
| Year of publication: |
2020
|
|---|---|
| Authors: | Hassler, Uwe ; Hosseinkouchack, Mehdi |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 188.2020, p. 1-5
|
| Subject: | Efficiency | Fractional integration | Harmonic weighting | Limiting normality | Long memory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.108950 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012227832