The stochastic unit root model and fractional integration: An extension to the seasonal case
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Publication:3505205
DOI10.1002/asmb.683zbMath1150.62409MaRDI QIDQ3505205
Guglielmo Maria Caporale, Luis A. Gil-Alana
Publication date: 18 June 2008
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.683
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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