Parametric vs. semiparametric long memory: Comments on “Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation”

✍ Scribed by Josu Arteche

• Book ID: 113648199
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 163 KB
• Volume: 28
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2011.02.005