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subject:"Stochastischer Prozess"
~isPartOf:"CAMA Working Paper"
~isPartOf:"Journal of econometrics"
~person:"Nadarajah, K."
~subject:"ARFIMA"
~subject:"Zustandsraummodell"
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Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
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