Estimating Autocorrelations in the Presence of Deterministic Trends
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Publication:4928543
DOI10.2202/1941-1928.1022zbMath1266.91082OpenAlexW2169613562MaRDI QIDQ4928543
Christian M. Hafner, Shin-Huei Wang
Publication date: 14 June 2013
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2078.1/20829
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)
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