Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
scientific article

    Statements

    Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (English)
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    temporal aggregation
    0 references
    cointegration
    0 references
    continuous time
    0 references
    frequency domain
    0 references
    Gaussian estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references