Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231)
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scientific article; zbMATH DE number 6575955
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| English | Frequency domain estimation of temporally aggregated Gaussian cointegrated systems |
scientific article; zbMATH DE number 6575955 |
Statements
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (English)
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2 May 2016
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temporal aggregation
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cointegration
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continuous time
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frequency domain
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Gaussian estimation
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0.821975588798523
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0.8188389539718628
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0.8013635277748108
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0.796280026435852
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0.7934557795524597
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