Narrow-band analysis of nonstationary processes
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More about this item
Keywords
Nonstationary processes; long range dependence; least squares estimation; narrow-band estimation; cointegration analysis. AMS 2000 subject classifications : Primary 62M10; secondary 60G18; 62M15.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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