ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (Q4512739): Difference between revisions

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Latest revision as of 10:14, 30 July 2024

scientific article; zbMATH DE number 1525749
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English
ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS
scientific article; zbMATH DE number 1525749

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    ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (English)
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    23 May 2002
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    asymptotics
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    fractional cointegration
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