The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338)
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scientific article; zbMATH DE number 5916774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations |
scientific article; zbMATH DE number 5916774 |
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The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (English)
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1 July 2011
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near-epoch dependence
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strong near-epoch dependence
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invariance principle
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fractionally integrated processes
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