Estimating a generalized long memory process

Journal of Econometrics

Volumn 73, Issue 1, 1996, Pages 237-259

  Chung, Ching Fan ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Brownian motions; CSS estimation; Gegenbauer process; Long memory

Indexed keywords

EID: 0007706464     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01739-9     Document Type: Article

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