Cyclical fractional cointegration

Michelle Voges^*, Philipp Sibbertsen

^*Corresponding author for this work

Institute of Statistics

Research output: Contribution to journal › Article › Research › peer review

1 results

Finished

The effect of structural changes to inference in long-memory time series
Sibbertsen, P. (Principal Investigator)
1 Dec 2017 → 30 Nov 2021
Project: Research