Long memory and nonlinear time series
| Year of publication: |
2002
|
|---|---|
| Authors: | Davidson, James ; Terasvirta, Timo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 110.2002, 2, p. 105-112
|
| Publisher: |
Elsevier |