Minimum distance estimation of stationary and non-stationary ARFIMA processes
Laura Mayoral
| Year of publication: |
2007
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|---|---|
| Authors: | Mayoral, Laura |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 1, p. 124-148
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| Subject: | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10003451751