The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence

Journal of Econometrics

Volumn 73, Issue 1, 1996, Pages 217-236

  Hosoya, Yuzo ^a  

^a TOHOKU UNIVERSITY   (Japan)

Author keywords

Asymptotic theory; Fractional ARIMA; Likelihood ratio statistic; Long memory; Maximum likelihood estimation; Quasi likelihood

Indexed keywords

EID: 0000809279     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01738-0     Document Type: Article

References (23)

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