Generating schemes for long memory processes: regimes, aggregation and linearity
| Year of publication: |
2005
|
|---|---|
| Authors: | Davidson, James ; Sibbertsen, Philipp |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 128.2005, 2, p. 253-282
|
| Publisher: |
Elsevier |