Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
| Year of publication: |
2012
|
|---|---|
| Authors: | Baillie, Richard T. ; Kongcharoen, Chaleampong ; Kapetanios, George |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 1, p. 46-54
|