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Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study

Journal of Statistical Planning and Inference, 80(1-2): 229--255, 1999.
Authors: Michael A. Hauser
URL: http://www.sciencedirect.com/science/article/B6V0M-3YB4MWT-H/1/31869aff1db39e0d9aa6778dffa891d3
Tags: Fractional integration
| URL | BibTeX  
@article{Hauser1999,
title = {Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study},
author = {Michael A. Hauser},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {Aug},
number = {1-2},
pages = {229--255},
url = {http://www.sciencedirect.com/science/article/B6V0M-3YB4MWT-H/1/31869aff1db39e0d9aa6778dffa891d3},
volume = {80},
year = {1999},
keywords = {Fractional integration }
}