Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes
Activity: Talk or presentation types › Lecture and oral contribution
Søren Johansen - Lecturer
8 Jun 2008
Event (Conference)
Title | Recent Advances in Time Series Analyisi |
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Date | 08/06/2008 → 08/06/2008 |
City | Paphos |
Country/Territory | Cyprus |
ID: 11782246