A new proof of the representation theorem for I(2) processes
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Publication:4465507
DOI10.1080/09720502.2003.10700352zbMath1140.62340MaRDI QIDQ4465507
Mario Faliva, Maria Grazia Zoia
Publication date: 9 June 2004
Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720502.2003.10700352
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M99: Inference from stochastic processes
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