Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926)

From MaRDI portal
Revision as of 17:53, 19 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
scientific article

    Statements

    Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (English)
    0 references
    25 April 2016
    0 references

    Identifiers