Estimation of long-memory time series models : a survey of different likelihood-based methods
Ngai Hang Chan and Wilfredo Palma
| Year of publication: |
2006
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|---|---|
| Authors: | Chan, Ngai Hang ; Palma, Wilfredo |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 89-121
|
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350086