"Estimation of fractional integration in the presence of data noise."

Niels Haldrup, Morten Ørregaard Nielsen (2007)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2006.02.005

access: closed

type: Journal Article

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/HaldrupN07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/HaldrupN07
Niels Haldrup, Morten Ørregaard Nielsen:
Estimation of fractional integration in the presence of data noise. Comput. Stat. Data Anal. 51(6): 3100-3114 (2007)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.