Indirect estimation of ARFIMA and VARFIMA models
| Year of publication: |
1999
|
|---|---|
| Authors: | Martin, V.L. ; Wilkins, N.P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 1, p. 149-176
|