The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study - Archive ouverte HAL
Article Dans Une Revue Economics Bulletin Année : 2004

The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study

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hal-04677082 , version 1 (25-08-2024)

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  • HAL Id : hal-04677082 , version 1

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Sandrine Lardic, Valérie Mignon. The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study. Economics Bulletin, 2004, 3 (21). ⟨hal-04677082⟩
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