Work

Regressions with Fractional d=1/2 and Weakly Nonstationary Processes

Year: 2018

Type: preprint

Source: arXiv (Cornell University)

Authors: James A. Duffy, Ioannis Kasparis

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2905198344

Cites:

Cited by: 2

Related to: 10