The Minimum Distance Estimator for Fractionally Integrated ARMA Models.
| Year of publication: |
1994
|
|---|---|
| Authors: | Chung, C.F. ; Schmidt, P. |
| Institutions: | Economics Department, Michigan State University |
| Subject: | ECONOMETRICS | EVALUATION | MATHEMATICS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 24 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005487086