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European common stochastic long-run trends

✍ Scribed by Panagiotis Reppas; Efthymios G. Tsionas; Dimitris Christopoulos


Book ID
105128140
Publisher
Springer Vienna
Year
2001
Tongue
English
Weight
662 KB
Volume
74
Category
Article
ISSN
1617-7134

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πŸ“œ SIMILAR VOLUMES


Long memory and stochastic trend
✍ Remigijus Leipus; Marie-Claude Viano πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 192 KB

In this paper, we study a general stochastic trend model and provide conditions on the partial sums which imply the convergence of the V=S statistic. These conditions generalize those in Giraitis et al. (J. Appl. Probab. 38 (2001) 1033) obtained in the case of deterministic trend model. As a particu