Estimation of Mis-Specified Long Memory Models
Year of publication: |
2003
|
---|---|
Authors: | Deo, Rohit S. ; Chen, Willa W. |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE) |
Subject: | Maximum-Likelihood-Methode | ARMA-Modell |
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