Nonlinear log-periodogram regression for perturbed fractional processes
| Year of publication: |
2003
|
|---|---|
| Authors: | Sun, Yixiao ; Phillips, Peter C. B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 115.2003, 2, p. 355-389
|
| Publisher: |
Elsevier |