Asymptotics for the Conditional-Sum-of-Squares Estimator in...

Journal of Time Series Analysis 2015 / 03 Vol. 36; Iss. 2

Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models

Nielsen, Morten Ørregaard
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Volume:
36
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12100
Date:
March, 2015
File:
PDF, 483 KB
english, 2015
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