Minimum distance estimation of stationary and non-stationary ARFIMA processes
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- dc.contributor.author Mayoral, Lauraca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 2006-01-01ca
- dc.date.modified 2016-09-29T02:50:29Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=959ca
- dc.identifier.citation Econometrics Journal, vol. 10, Issue 1, pg. 124-148, February 2007ca
- dc.identifier.uri http://hdl.handle.net/10230/983ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 959ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Operations Managementca
- dc.subject.keyword fractional integrationca
- dc.subject.keyword nonstationary long-memory time seriesca
- dc.subject.keyword minimum distance estimationca
- dc.title Minimum distance estimation of stationary and non-stationary ARFIMA processesca
- dc.type info:eu-repo/semantics/workingPaperca