The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A monte carlo study

Economics Bulletin

Volumn 3, Issue 1, 2003, Pages

  Lardic, Sandrine ^a   Mignon, Valerie ^a  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84891773389     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (27)

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