EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND

DOI10.1017/S0266466609100075zbMath1185.62163OpenAlexW2107168615MaRDI QIDQ3557550

Katsumi Shimotsu

Publication date: 23 April 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609100075

Mathematics Subject Classification ID

Related Items (31)

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