Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, P.
(2005).
Efficiency improvements in inference on stationary and nonstationary fractional time series.
Annals of Statistics,
33(4), 1800-1842.
https://doi.org/10.1214/009053605000000354
| Item Type | Article |
|---|---|
| Copyright holders | (c) 2001 Institute of Mathematical Statistics. |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1214/009053605000000354 |
| Date Deposited | 27 Jun 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2494 |
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