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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
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