Properties of nonlinear transformations of fractionally integrated processes
Year of publication: |
2002
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Authors: | Dittmann, Ingolf ; Granger, Clive W. J. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 110.2002, 2, p. 113-133
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Publisher: |
Elsevier |
Saved in:
Online Resource
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