Generating schemes for long memory processes : regimes, aggregation and linarity
James Davidson, Philipp Sibbertsen
| Year of publication: |
2005
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|---|---|
| Authors: | Davidson, James E. H. ; Sibbertsen, Philipp |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 128.2005, 2, p. 253-282
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| Subject: | Zeitreihenanalyse | Time series analysis | Aggregation | Nichtlineare Regression | Nonlinear regression |
| 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/10003091350