On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean

✍ Scribed by Yin-Wong Cheung; Francis X. Diebold

• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 965 KB
• Volume: 62
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/0304-4076(94)90026-4