Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474): Difference between revisions

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4 May 2016
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Property / author: Katsumi Shimotsu / rank
 
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Gaussian semiparametric estimation of multivariate fractionally integrated processes (English)
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Property / zbMATH Open document ID: 1360.62446 / rank
 
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Revision as of 18:09, 19 June 2023

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Gaussian semiparametric estimation of multivariate fractionally integrated processes
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    277-310
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    April 2007
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    4 May 2016
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    Gaussian semiparametric estimation of multivariate fractionally integrated processes (English)
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