Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes

Activity: Talk or presentation typesLecture and oral contribution

Søren Johansen - Lecturer

8 Jun 2008

Event (Conference)

TitleRecent Advances in Time Series Analyisi
Date08/06/200808/06/2008
CityPaphos
Country/TerritoryCyprus

ID: 11782246