On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Year of publication: |
1990
|
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Authors: | Cheung, Yin-Wong ; Diebold, Francis X. |
Publisher: |
Minneapolis, Minn. |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 19 Bl graph. Darst |
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Series: | Discussion paper / Institute for Empirical Macroeconomics. - Minneapolis, Minn., ZDB-ID 2611545-1. - Vol. 34 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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