A generalized fractionally differencing approach in long-memory modelling
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Book/Monograph Arbeitspapier |
| Sprache: | Englisch |
| Veröffentlicht: |
Heidelberg
Universitätsbibliothek Heidelberg
2016
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| Schriftenreihe: | Beiträge zur Statistik Beiträge
17 |
| In: |
Beiträge zur Statistik (17)
|
| Online-Zugang: | Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-213344
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| Verfasserangaben: | L. Giraitis and R. Leipus, Heidelberg University and Vilnius University |
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