Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models

✍ Scribed by Ching-Fan Chung; Richard T. Baillie

• Publisher: Springer-Verlag
• Year: 1993
• Tongue: English
• Weight: 948 KB
• Volume: 18
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/bf01205422