Small‐b and Fixed‐b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration
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Publication:5256818
DOI10.1111/jtsa.12113zbMath1325.62084MaRDI QIDQ5256818
Javier Hualde, Fabrizio Iacone
Publication date: 29 June 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12113
62G07: Density estimation
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