Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Year of publication: |
2022
|
---|---|
Authors: | Lobato, Ignacio N. ; Velasco, Carlos |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 2, p. 455-476
|
Subject: | Noncausality | noninvertibility | detrending | tapering | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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