Showing 1 - 10 of 2,251
Persistent link: https://www.econbiz.de/10012581596
Persistent link: https://www.econbiz.de/10010378433
Persistent link: https://www.econbiz.de/10012320594
Persistent link: https://www.econbiz.de/10011504536
We propose a semiparametric multivariate estimator and a multivariate score-type testing procedure under a perturbed multivariate fractional process. The estimator is based on the periodogram and uses a local Whittle criterion function which is generalised by an additional constant to capture...
Persistent link: https://www.econbiz.de/10014247836
Persistent link: https://www.econbiz.de/10009768760
Persistent link: https://www.econbiz.de/10011554307
Persistent link: https://www.econbiz.de/10011812746
Persistent link: https://www.econbiz.de/10012584924
Persistent link: https://www.econbiz.de/10012496727