A minimum distance estimator for long-memory processes
Margie A. Tieslau ; Peter Schmidt ; Richard T. Baillie
| Year of publication: |
1996
|
|---|---|
| Authors: | Tieslau, Margie A. |
| Other Persons: | Schmidt, Peter (contributor) ; Baillie, Richard (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 71.1996, 1, p. 249-264
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| Subject: | ARFIMA | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001194734