Parametric vs. semiparametric long memory: Comments on "Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation"

  1. Arteche, J.
Aldizkaria:
International Journal of Forecasting

ISSN: 0169-2070

Argitalpen urtea: 2012

Alea: 28

Zenbakia: 1

Orrialdeak: 54-56

Mota: Oharra

DOI: 10.1016/J.IJFORECAST.2011.02.005 GOOGLE SCHOLAR