Fractional integration and data frequency
DOI10.1080/00949650802527487zbMath1184.62149OpenAlexW1978133770MaRDI QIDQ5306326
Luis A. Gil-Alana, Guglielmo Maria Caporale
Publication date: 8 April 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://www.unav.edu/documents/10174/6546776/1227197518_WP_10_08_Alana_Caporale.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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