On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Yin-wong Cheung ; Francis X. Diebold
| Year of publication: |
1994
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|---|---|
| Authors: | Cheung, Yin-Wong |
| Other Persons: | Diebold, Francis X. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 62.1994, 2, p. 301-316
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001162295