✦ LIBER ✦

Sample autocorrelations of nonsationary fractionally integrated series

✍ Scribed by U. Hassler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Understanding the effect of time series

✍ Wai-Sum Chan 📂 Article 📅 1995 🏛 CrossRef test prefix 🌐 English ⚖ 271 KB

REGRESSION OF SPECTRAL ESTIMATORS WITH F

✍ Uwe Hassler 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 578 KB

Bias in the Sample Autocorrelations of F

✍ Paul Newbold and Christos Agiakloglou 📂 Article 📅 1993 🏛 Oxford University Press 🌐 English ⚖ 486 KB

The Asymptotic Distribution of the Sampl

✍ David P. Hasza 📂 Article 📅 1980 🏛 American Statistical Association 🌐 English ⚖ 615 KB

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVAR

✍ Oliver D. Anderson; Zhao-Guo Chen 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 485 KB

Finite-sample power of the Durbin–Watson

✍ Christian Kleiber; Walter Krämer 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB