LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Shao, Xiaofeng ; Wu, Wei Biao |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 05, p. 899-929
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |