On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
| Year of publication: |
1994
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Diebold, Francis X. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 62.1994, 2, p. 301-316
|
| Publisher: |
Elsevier |