The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
Year of publication: |
2004
|
---|---|
Authors: | Mignon, Valerie ; Lardic, Sandrine |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2004, 21, p. 1-16
|
Publisher: |
AccessEcon |
Subject: | ARFIMA processes |
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