Estimation of mis-specified long memory models
Willa W. Chen; Rohit S. Deo
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Willa W. ; Deo, Rohit S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 1, p. 257-281
|
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARMA-Modell | ARMA model |
| 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://www.econbiz.de/10003368427