Identification of fractional ARIMA models in the presence of long memory

von Christoph M. Schmidt und Rolf Tschernig. [Hrsg. von der Volkswirtschaftlichen Fakultät der Ludwig-Maximilians-Universität München]

Year of publication:	1993
Authors:	Schmidt, Christoph M. ; Tschernig, Rolf
Institutions:	Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät (contributor)
Publisher:	München : Volkswirtschaftliche Fak., Ludwig-Maximilians-Univ.
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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