Autoregressive approximation in nonstandard situations: The fractionally integrated and non-invertible cases

Research output: Contribution to journalArticleResearchpeer-review

35 Citations (Scopus)
Original languageEnglish
Pages (from-to)697 - 725
Number of pages29
JournalAnnals of the Institute of Statistical Mathematics
Volume59
Issue number4
Publication statusPublished - 2007

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