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~isPartOf:"Queen's Economics Department Working Paper"
~subject:"Integration"
~subject:"Statistische Methode"
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Integration
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fractional integration
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A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
-
2010
_{t}=Delta^{-d}u_{t}, where d in (-1/2,1/2) is the
fractional
integration
parameter and u_{t} is weakly dependent. The classical condition is …
Persistent link: https://www.econbiz.de/10010290400
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2
Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity
Okimoto, Tatsuyoshi
;
Shimotsu, Katsumi
-
2007
deviations during the last three decades. We employ a
fractional
integration
framework, which provides a powerful tool to detect …
Persistent link: https://www.econbiz.de/10011940752
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