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Short‐Memory Linear Processes and Econometric Applications by Kairat T. Mynbaev
Author(s) -
Lu Zudi
Publication year - 2012
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2012.00664.x
Subject(s) - mathematics , long memory , econometrics , statistics , mathematical economics , volatility (finance)