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person:"Lieberman, Offer"
~person:"Mayoral, Laura"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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