Small-sample likelihood-based inference in the ARFIMA model
Offer Lieberman, Judith Rousseau, David M. Zucker
| Year of publication: |
2000
|
|---|---|
| Authors: | Lieberman, Offer ; Rousseau, Judith ; Zucker, David M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 2, p. 231-248
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | ARMA-Modell | ARMA model |
| 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/10001483371