Small-sample likelihood-based inference in the Arfima model

Econometric Theory

Volumn 16, Issue 2, 2000, Pages 231-248

  Lieberman, Offer ^a   Rousseau, Judith ^b   Zucker, David M ^c  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b CREST   (France)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034390325     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600162048     Document Type: Article

References (17)

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