Adaptive estimators and tests of stationary and nonstationary short- and long-memory ARFIMA-GARCH models
Shiqing Ling
| Year of publication: |
2003
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|---|---|
| Authors: | Ling, Shiqing |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 98.2003, 464, p. 955-967
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001975424