Non-stationary Gaussian ARFIMA processes : estimation and application
Lopes, S. R. C.; Olbermann, B. P.; Reisen, V. A.
| Year of publication: |
2002
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| Authors: | Lopes, S. R. C. ; Olbermann, B. P. ; Reisen, V. A. |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 22.2002, 1, p. 103-126
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009086962