Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
10.1016/S0378-4754(01)00403-7
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference or Workshop Item |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19942 |
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| Institution: | National University of Singapore |