Maximum Likelihood Estimators for Arma and ARFIMA Models : A Monte Carlo Study
Year of publication: |
1998
|
---|---|
Authors: | Hauser, Michael A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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