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Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters by G.O.L.C. Marques

Author:G.O.L.C. Marques , Date: March 19, 2022 ,Views: 2

Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters by G.O.L.C. Marques

Author:G.O.L.C. Marques
Format: pdf
Tags: Time series, Fractional integration, Seasonal long memory, Monte Carlo simulation
Publisher: Elsevier B.V.
Published: 2010-10-26T04:40:19+00:00


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Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters by G.O.L.C. Marques.pdf


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