Small-Sample Likelihood-Based Inference in the ARFIMA Model

Econometric Theory 2000 / 04 Vol. 16; Iss. 2

Small-Sample Likelihood-Based Inference in the ARFIMA Model

Offer Lieberman, Judith Rousseau and David M. Zucker
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Volume:
16
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533195
Date:
April, 2000
File:
PDF, 1.63 MB
english, 2000
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