Properties of nonlinear transformations of fractionally integrated processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Dittmann, Ingolf ; Granger, Clive W.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 110.2002, 2, p. 113-134
|