Small-sample likelihood-based inference in the ARFIMA model
Year of publication: |
2000
|
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Authors: | Lieberman, Offer ; Rousseau, Judith ; Zucker, David M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 2, p. 231-248
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | ARMA-Modell | ARMA model |
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