On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Yin-Wong Cheung ; Francis X. Diebold
| Year of publication: |
1990
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Diebold, Francis X. |
| Publisher: |
Minneapolis, Minnesota |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 19 Bl. : graph Darst |
|---|---|
| Series: | Discussion paper / Institute for Empirical Macroeconomics. - Minneapolis, Minn., ZDB-ID 2611545-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000807109