Quasi-maximum likelihood estimation of long-memory limiting aggregate processes

Statistica Sinica

Volumn 16, Issue 1, 2006, Pages 213-226

  Tsai, Henghsiu ^a,b  

^a ACADEMIA SINICA   (Taiwan)

^b INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

ARFIM; Asymptotic normality; Temporal aggregation; Whittle likelihood

Indexed keywords

EID: 33646405191     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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