Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (Q2740045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Regression For Cointegrated Time Series With Long-Memory Innovations |
scientific article |
Statements
Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (English)
0 references
16 September 2001
0 references
quadratic forms
0 references
asymptotic distribution
0 references
parameter estimation
0 references
autocovariance function
0 references
