Tackling and understanding the small sample bias in ARFIMA models
Rolf Tschernig
| Year of publication: |
1993
|
|---|---|
| Authors: | Tschernig, Rolf |
| Institutions: | Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät (contributor) |
| Publisher: |
München : Volkswirtschaftliche Fak., Ludwig-Maximilians-Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers. - München : Univ., ZDB-ID 1174590-3. - Vol. 93,24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013427962