Gaussian semiparametric estimation of multivariate fractionally integrated processes
Year of publication: |
2007
|
---|---|
Authors: | Shimotsu, Katsumi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 2, p. 277-310
|
Subject: | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
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