Exact local whittle estimation of fractional integration with unknown mean and time trend
Katsumi Shimotsu
| Year of publication: |
2010
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|---|---|
| Authors: | Shimotsu, Katsumi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 2, p. 501-540
|
| Subject: | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| 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/10003968609