On testing and forecasting in fractionally integrated time series models /

Description

Diss. Stockholm : Handelshögsk.

Links & Downloads

1. http://www.hhs.se/efi/summary/467.htm

Tags

Long memory.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/186180267
Date	January 1900
Creators	Andersson, Michael K.,
Publisher	Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI),
Source Sets	OCLC
Language	English
Detected Language	English
Source	for abstract