Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data
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Publication:4973948
DOI10.1111/jtsa.12461zbMath1437.62330OpenAlexW2951652783MaRDI QIDQ4973948
Publication date: 6 December 2019
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://repository.essex.ac.uk/24395/1/MFCCT_Final.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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