Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend

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Journal

  • Econometric Theory

    Econometric Theory 26 (2), 501-540, 2010-04

    Cambridge University Press

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Details 詳細情報について

  • CRID
    1050006065595039488
  • NII Article ID
    120004205501
  • NII Book ID
    AA10444800
  • ISSN
    02664666
  • HANDLE
    10086/22990
  • Text Lang
    en
  • Article Type
    journal article
  • Data Source
    • IRDB
    • CiNii Articles
    • KAKEN

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