Modified local Whittle esitmation of the memory parameter in the nonstationary case
by Katsumi Shimotsu and Peter C. B. Phillips
| Year of publication: |
2000
|
|---|---|
| Authors: | Shimotsu, Katsumi ; Phillips, Peter C. B. |
| Publisher: |
New Haven, Conn. |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 54 S graph. Darst |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1265 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001499564