The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Sandrine Lardic; Valerie Mignon
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Lardic, Sandrine (contributor) ; Mignon, Valérie (contributor) |
| Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2004
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003072868