A minimum distance estimator for long-memory processes

Journal of Econometrics

Volumn 71, Issue 1-2, 1996, Pages 249-264

  Tieslau, Margie A ^a   Schmidt, Peter ^b   Baillie, Richard T ^b  

^a UNIVERSITY OF NORTH TEXAS   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

ARFIMA; Fractional integration; Long memory; Persistence

Indexed keywords

EID: 0000666002     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01703-4     Document Type: Article

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