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Fractional integration and interval prediction
Diebold, Francis X.; Lindner, Peter - In: Economics Letters 50 (1996) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10005296385
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X.; Rudebusch, Glenn D. - In: Economics Letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10005296926
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The exact initial covariance matrix of the state vector of a general MA(q) process
Diebold, Francis X. - In: Economics Letters 22 (1986) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10005307445
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Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
Diebold, Francis X. - In: Economics Letters 22 (1986) 2-3, pp. 197-201
Persistent link: https://www.econbiz.de/10005361912