Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models

Econometric Theory

Volumn 17, Issue 4, 2001, Pages 738-764

  Ling, Shiqing ^a   Li, W K ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035590424     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601174049     Document Type: Article

References (14)

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