Statistical inference in time series with unit root in the presence of infinite-variance disturbances

by Stefan Mittnik, Jeong-Ryeol Kim and Svetlozar T. Rachev

Year of publication:	1997
Authors:	Mittnik, Stefan
Other Persons:	Kurz-Kim, Jeong-Ryeol (contributor) ; Račev, Svetlozar T. (contributor) ; Kurz-Kim, Jeong-Ryeol (contributor) ; Račev, Svetlozar T. (contributor)
Publisher:	Kiel : Inst. für Statistik und Ökonometrie
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Theorie \| Theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001410603

A service of the