Title of article
Estimation of fractional integration in the presence of data noise
Author/Authors
Niels Haldrup، نويسنده , , Morten ?rregaard Nielsen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
3100
To page
3114
Keywords
Fractional integration , Long memory , OUTLIERS , Measurement errors , Structural change
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145292
Link To Document