Properties of nonlinear transformations of fractionally integrated processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Dittmann, Ingolf ; Granger, Clive W. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 110.2002, 2, p. 113-133
|
| Publisher: |
Elsevier |