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~type:"book"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"ARMA-Modell"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A.
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2001
Persistent link: https://www.econbiz.de/10001618711
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Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A.
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2001
Persistent link: https://www.econbiz.de/10014461170
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