Indirect estimation of ARFIMA and VARFIMA models Journal Articles uri icon

Overview

Published in

  • Journal of Econometrics

Time

Date/time value

  • 1999

Identity

Digital Object Identifier (DOI)

  • 10.1016/S0304-4076(99)00007-X

Additional Document Info

Parent Title

  • Journal of Econometrics

Volume

  • 93

Issue

  • 1

Publisher

  • Elsevier Science