Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models

E-ISSN： 1467-9892|36|2|154-188

ISSN： 0143-9782

Source： JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.2, 2015-03, pp. : 154-188

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