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CYCLICAL TRENDS IN CONTINUOUS...
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Zeitreihenanalyse
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Ercolani, Joanne S.
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ECONIS (ZBW)
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Cyclical trends in continuous time models
Ercolani, Joanne S.
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2007
Persistent link: https://www.econbiz.de/10003567476
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2
Cyclical trends in continuous time models
Ercolani, Joanne S.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1112-1119
Persistent link: https://www.econbiz.de/10003875947
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3
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S.
-
2010
Persistent link: https://www.econbiz.de/10009374216
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4
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
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