ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (Q4512739): Difference between revisions
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scientific article; zbMATH DE number 1525749
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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