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Estimating the fractional differencing parameter, d, of a long memory time series and simulating stationary and invertible time series

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  1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323223
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510
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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:323223
Date January 2000
CreatorsZhou, Yinghui
PublisherUniversity of East Anglia
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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