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~institution:"University of Essex / Department of Economics"
~subject:"Nonparametric statistics"
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Nonparametric statistics
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Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901392
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Exact local whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901946
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