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

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Original language	English
Pages (from-to)	697 - 725
Number of pages	29
Journal	Annals of the Institute of Statistical Mathematics
Volume	59
Issue number	4
Publication status	Published - 2007

Cite this

@article{b0344ae25a2043d5b84aa4f3c7e8f066,

title = "Autoregressive approximation in nonstandard situations: The fractionally integrated and non-invertible cases",

author = "Don Poskitt",

year = "2007",

language = "English",

volume = "59",

pages = "697 -- 725",

journal = "Annals of the Institute of Statistical Mathematics",

issn = "0020-3157",

publisher = "Springer",

number = "4",

}