Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159)
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scientific article; zbMATH DE number 2118721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gaussian Semi‐parametric Estimation of Fractional Cointegration |
scientific article; zbMATH DE number 2118721 |
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Gaussian Semi‐parametric Estimation of Fractional Cointegration (English)
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24 November 2004
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nonstationary time series
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multiple time series
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long range dependence
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long memory
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residual-based estimation
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0.854192852973938
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0.8524807095527649
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0.8404936194419861
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0.8362594842910767
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0.833532989025116
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