Estimation of fractional integration in the presence of data noise
| Year of publication: |
2007
|
|---|---|
| Authors: | Haldrup, Niels ; Nielsen, Morten Orregaard |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 6, p. 3100-3114
|
| Publisher: |
Elsevier |