Extended fractional Gaussian noise and simple ARFIMA approximations
Kasing Man
| Year of publication: |
2010
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|---|---|
| Authors: | Man, Kasing |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 24935967. - Vol. 2.2010, 1, p. 1-24
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1941-1928.1063 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010029871