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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
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Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
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The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel (contributor); Lardic, Sandrine (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
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Estimation of fractional error correction models : a methodological note
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436218
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072868