Indirect inference for fractional time series models

Journal of Statistical Computation and Simulation

Volumn 59, Issue 3, 1997, Pages 221-232

  Corduas, Marcella ^a  

^a UNIVERSITY OF CASSINO AND SOUTHERN LAZIO   (Italy)

Author keywords

ARFIMA model; Indirect inference; Long memory time series

Indexed keywords

EID: 0031288216     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811857     Document Type: Article

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