Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231)
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scientific article; zbMATH DE number 6575955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Frequency domain estimation of temporally aggregated Gaussian cointegrated systems |
scientific article; zbMATH DE number 6575955 |
Statements
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (English)
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2 May 2016
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temporal aggregation
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cointegration
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continuous time
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frequency domain
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Gaussian estimation
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