Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159)
From MaRDI portal
scientific article; zbMATH DE number 2118721
Language | Label | Description | Also known as |
---|---|---|---|
English | Gaussian Semi‐parametric Estimation of Fractional Cointegration |
scientific article; zbMATH DE number 2118721 |
Statements
Gaussian Semi‐parametric Estimation of Fractional Cointegration (English)
0 references
24 November 2004
0 references
nonstationary time series
0 references
multiple time series
0 references
long range dependence
0 references
long memory
0 references
residual-based estimation
0 references
0 references