Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets

10.1016/S0378-4754(01)00403-7

Saved in:
Bibliographic Details
Main Authors: Tse, Y.K., Anh, V.V., Tieng, Q.
Other Authors: ECONOMICS
Format: Conference or Workshop Item
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/19942
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Be the first to leave a comment!
You must be logged in first