First-Order Bias Correction for Fractionally Integrated Time Series

Jaechoul Lee, Kyungduk Ko

Research output: Contribution to journalArticlepeer-review

2 Scopus citations
6 Downloads (Pure)

Fingerprint

Dive into the research topics of 'First-Order Bias Correction for Fractionally Integrated Time Series'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Physics