Long memory spectral regression : an approach using generalised least squares
Data(s) |
2002
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Identificador | |
Publicador |
Queensland University of Technology |
Relação |
Hudson, Richard James Frederick (2002) Long memory spectral regression : an approach using generalised least squares. PhD thesis, Queensland University of Technology. |
Direitos |
Copyright Richard James Frederick Hudson |
Palavras-Chave | #Regression analysis #Least squares #Asymptotic distribution (Probability theory) #long memory #fractional differencing #RFIMA #spectral regression #asymptotic distribution #inherent bias #thesis #doctoral |
Tipo |
Thesis |