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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Property / full work available at URL: http://ageconsearch.umn.edu/record/273538 / rank | |||||||||||||||
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Revision as of 18:09, 19 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Gaussian semiparametric estimation of multivariate fractionally integrated processes |
scientific article |
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137
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2
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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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