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

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