Properties of nonlinear transformations of fractionally integrated processes
Year of publication: |
2002
|
---|---|
Authors: | Dittmann, Ingolf ; Granger, C. W. J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 110.2002, 2, p. 113-133
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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