Title of article
Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study
Author/Authors
Michael A. Hauser، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
27
From page
229
To page
255
Keywords
Fractional integration , Data taper , Pile-up e ect , Modi ed pro le likelihood , Whittle likelihood
Journal title
Journal of Statistical Planning and Inference
Serial Year
1999
Journal title
Journal of Statistical Planning and Inference
Record number
218789
Link To Document