Long memory spectral regression : an approach using generalised least squares

Hudson, Richard James Frederick (2002) Long memory spectral regression : an approach using generalised least squares. PhD thesis, Queensland University of Technology.

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ID Code: 36358
Item Type: QUT Thesis (PhD)
Supervisor: Collyer, Charles, Lawoko, Charles, & Renforth, William
Additional Information: Presented to the School of International Business, Queensland University of Technology.
Keywords: Regression analysis, Least squares, Asymptotic distribution (Probability theory), long memory, fractional differencing, RFIMA, spectral regression, asymptotic distribution, inherent bias, thesis, doctoral
Institution: Queensland University of Technology
Copyright Owner: Copyright Richard James Frederick Hudson
Deposited On: 22 Sep 2010 13:04
Last Modified: 02 Nov 2015 04:54

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