Properties of Nonlinear Transformations of Fractionally Integrated Processes
- 期刊名称SSRN Electronic Journal
- 作者Dittmann, Ingolf; Granger, Clive W.J.
- 电子ISSN1556-5068
- 文件大小339.47KB
- 发表时间2000
- DOI10.2139/ssrn.237008
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