Fractional differencing and long memory processes
[Richard T. Baillie ...] Ed. by Richard T. Baillie ...
| Year of publication: |
1996
|
|---|---|
| Other Persons: | Baillie, Richard T. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 73,1 : Annals of econometrics
|
| Publisher: |
Amsterdam [u.a.] : North-Holland |
| Extent: | 324 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004302715