REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
| Year of publication: |
2004
|
|---|---|
| Authors: | Koul, Hira L. ; Baillie, Richard T. ; Surgailis, Donatas |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 03, p. 485-512
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |