Long memory spectral regression : an approach using generalised least squares
| Data(s) |
2002
|
|---|---|
| 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 |
