A minimum distance estimator for long-memory processes
| Year of publication: |
1996
|
|---|---|
| Authors: | Tieslau, Margie A. ; Schmidt, Peter ; Baillie, Richard T. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 71.1996, 1-2, p. 249-264
|
| Publisher: |
Elsevier |