IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
| Year of publication: |
2010
|
|---|---|
| Authors: | Hassler, Uwe ; Kokoszka, Piotr |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 6, p. 1855-1862
|