Exact local whittle estimation of fractional integration with unknown mean and time trend
Year of publication: |
2010
|
---|---|
Authors: | Shimotsu, Katsumi |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 2, p. 501-540
|
Subject: | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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