VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
| Year of publication: |
2005
|
|---|---|
| Authors: | Nordman, Daniel J. ; Lahiri, Soumendra N. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 06, p. 1087-1111
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |