Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364
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Identification Number: 10.1214/009053605000000354
| Item Type: | Article |
|---|---|
| Official URL: | http://www.imstat.org/aos/ |
| Additional Information: | (c) 2001 Institute of Mathematical Statistics. |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HA Statistics |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C10 - General |
| Date Deposited: | 27 Jun 2007 |
| Last Modified: | 11 Dec 2024 22:54 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2494 |
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