Indirect estimation of ARFIMA and VARFIMA models
Year of publication: |
1999
|
---|---|
Authors: | Martin, Vance ; Wilkins, Nigel P. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 149-175
|
Subject: | Schätzung | Estimation | Theorie | Theory | ARMA-Modell | ARMA model |
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