Inference for Near-Integrated Time Series With Infinite Variance

• 1 December 1990
• journal article
• Published by JSTOR in Journal of the American Statistical Association
• Vol. 85  (412) , 1069
• https://doi.org/10.2307/2289603

Abstract

Keywords

• INFERENCE
• INFINITE VARIANCE
• SERIES WITH INFINITE
• INTEGRATED TIME SERIES