Minimum distance estimation of stationary and non-stationary ARFIMA processes

Econometrics Journal

Volumn 10, Issue 1, 2007, Pages 124-148

  Mayoral, Laura ^a  

^a UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

Fractional integration; Long memory; Minimum distance estimation; Nonstationationarity

Indexed keywords

EID: 33847624973     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00202.x     Document Type: Article

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