On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
| Year of publication: |
1993
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|---|---|
| Authors: | Cheung, Yin-Wong ; Diebold, Francis X. |
| Institutions: | Federal Reserve Bank of Philadelphia |
| Subject: | Time-series analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 93-5 |
| Source: |
Persistent link: https://www.econbiz.de/10005389724