A Two-Step Approach to Estimating Fractionally Differenced...

American Journal of Mathematical and Management Sciences 2001 / 01 Vol. 21; Iss. 1-2

A Two-Step Approach to Estimating Fractionally Differenced Arima Models

Gupta, Sat N., McDermott, James
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Volume:
21
Language:
english
Journal:
American Journal of Mathematical and Management Sciences
DOI:
10.1080/01966324.2001.10737536
Date:
January, 2001
File:
PDF, 2.47 MB
english, 2001
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