Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926): Difference between revisions
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Revision as of 15:31, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (English)
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25 April 2016
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asymptotic distribution theory
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high-frequency data
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long memory
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semiparametric methods
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stationary fractional cointegration
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