The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
| Year of publication: |
2003
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|---|---|
| Authors: | Lardic, S. ; Mignon, V. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2003-06 |
| Source: |
Persistent link: https://www.econbiz.de/10005695683