Pages that link to "Item:Q1304365"
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The following pages link to Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365):
Displayed 4 items.
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)