Estimating the fractionally integrated process in the presence of measurement errors (Q1292338)
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scientific article; zbMATH DE number 1306087
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| default for all languages | No label defined |
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| English | Estimating the fractionally integrated process in the presence of measurement errors |
scientific article; zbMATH DE number 1306087 |
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Estimating the fractionally integrated process in the presence of measurement errors (English)
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21 June 1999
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differencing parameter
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fractionally integrated model
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measurement error
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0.7993183732032776
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0.7847318053245544
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0.784111499786377
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0.7792856097221375
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