Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
Year of publication: |
2003
|
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Authors: | Sun, Yixiao ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2002 erstellt |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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