LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Shao, Xiaofeng ; Wu, Wei Biao ; Baillie, R.T. ; Chung, C.F. ; Tieslau, M.A. ; Bollerslev, T. ; Brillinger, D.R. ; Brockwell, P.J. ; Davis, R.A. ; Dalla, V. ; Giraitis, L. ; Hidalgo, J. ; Ding, Z. ; Granger, C. ; Engle, R. ; Geweke, J. ; Porter-Hudak, S. ; Giraitis, L. ; Kokoszka, P. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 5, p. 899-929
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