Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
Year of publication: |
2014
|
---|---|
Authors: | Nadarajah, K. ; Martin, Gael M. ; Poskitt, D.S. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | nd phrases: bias | conditional sum of squares | frequency domain | long memory models | maximum likelihood | mean squared error | pseudo true parameter | time domain | Whittle |
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