Asymptotic theory for near integrated process driven by tempered linear process
by Farzad Sabzikar, Qiying Wang and Peter C.B. Phillips
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Sabzikar, Farzad ; Wang, Qiying ; Phillips, Peter C. B. |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Zeitreihenanalyse | Time series analysis | Lineare Regression | Linear regression |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2131 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Submitted to the Annals of Statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011859855