Representation of I(1) and I(2) autoregressive hilbertian processes
Year of publication: |
2020
|
---|---|
Authors: | Beare, Brendan K. ; Seo, Won-Ki |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 36.2020, 5, p. 773-802
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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