Truncated sum of squares estimation of fractional time series models with deterministic trends

Javier Hualde and Morten Ørregaard Nielsen

Year of publication:	[2020]
Authors:	Hualde, Javier ; Nielsen, Morten Ørregaard
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Asymptotic normality \| consistency \| deterministic trend \| fractional process \| generalized polynomial trend \| noninvertibility \| nonstationarity \| truncated sum of squares estimation \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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