NDLTD Global ETD Search
Return to search

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

No description available.
Links & Downloads
  1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323223
Tags
510
Additional Fields
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

Page generated in 0.0014 seconds