Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods
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Publication:3571979
DOI10.1016/S0731-9053(05)20023-3zbMath1190.62156MaRDI QIDQ3571979
Ngai Hang Chan, Wilfredo Palma
Publication date: 30 June 2010
Published in: Advances in Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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