Properties of nonlinear transformations of fractionally integrated processes
- 作者Ingolf Dittmann; Clive W.J. Granger
- 卷第110卷
- 期第2期
- 印刷ISSN0304-4076
- 文件大小220.12KB
- 发表时间2002
- DOI10.1016/s0304-4076(02)00089-1
- 页码113-133
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