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Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan
- In:
Econometric theory
18
(
2002
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
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ARTICLES - Sample Means, Sample Autocovariances, and Linear Regression of Stationary Multivariate Long Memory Processes
Chung, Ching-Fan
- In:
Econometric theory
18
(
2002
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10006975239
Saved in:
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