Gaussian semiparametric estimation of multivariate fractionally integrated processes
| Year of publication: |
2007
|
|---|---|
| Authors: | Shimotsu, Katsumi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 137.2007, 2, p. 277-310
|