✦ LIBER ✦

The estimation of misspecified long memory models

✍ Scribed by Robinson, Peter M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum-likelihood estimation of misspec

✍ Gregory C. Chow 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Maximum Likelihood Estimation of Misspec

✍ Halbert White 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 491 KB

ON ESTIMATION OF LONG-MEMORY TIME SERIES

✍ Yajima, Yoshihiro 📂 Article 📅 1985 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 702 KB

THE ESTIMATION AND APPLICATION OF LONG M

✍ John Geweke; Susan Porter-Hudak 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 871 KB

SIMULATION AND ESTIMATION OF LONG MEMORY

✍ F. Comte 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 742 KB

The Bayes estimator in a misspecified li

✍ G. Trenkler; L. Wei 📂 Article 📅 1996 🏛 CrossRef test prefix 🌐 English ⚖ 378 KB