ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
| Year of publication: |
2001
|
|---|---|
| Authors: | Ling, Shiqing ; Li, W.K. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 04, p. 738-764
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |