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"Maximum likelihood estimation of the fractional differencing parameter in ..."

Y. K. Tse, Vo V. Anh, Quang Minh Tieng (2002)

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DOI: 10.1016/S0378-4754(01)00403-7

access: closed

type: Journal Article

metadata version: 2020-03-04

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Y. K. Tse, Vo V. Anh, Quang Minh Tieng:
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets. Math. Comput. Simul. 59(1-3): 153-161 (2002)

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