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Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901392
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Exact local whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901946
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724