The distance between rival nonstationary fractional processes (Q265027)
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scientific article; zbMATH DE number 6561924
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The distance between rival nonstationary fractional processes |
scientific article; zbMATH DE number 6561924 |
Statements
The distance between rival nonstationary fractional processes (English)
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1 April 2016
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nonstationary fractional processes
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memory parameter estimation
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fractional cointegration
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rates of convergence
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0.761863112449646
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0.7617083787918091
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0.7596398591995239
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0.7543636560440063
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0.7543636560440063
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