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Volumn 24, Issue 4, 2005, Pages 405-443

Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration

Author keywords

Bias; Finite sample distribution; Fractional integration; Maximum likelihood; Monte Carlo simulation; Parametric estimation; Semiparametric estimation; Wavelet

Indexed keywords


EID: 29244464721     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1080/07474930500405790     Document Type: Review
Times cited : (40)

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