Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (Q5953179): Difference between revisions
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Latest revision as of 11:11, 30 July 2024
scientific article; zbMATH DE number 1691168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries |
scientific article; zbMATH DE number 1691168 |
Statements
Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (English)
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28 November 2002
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long memory processes
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fractional integration
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Dickey-Fuller tests
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comovement
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cointegration
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international interest rates
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GARMA models
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