DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
| Year of publication: |
2013
|
|---|---|
| Authors: | Lavancier, Frédéric ; Leipus, Remigijus ; Philippe, Anne ; Surgailis, Donatas |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 05, p. 1009-1056
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |