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

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

ISSN: 0169-2070

Année de publication: 2012

Volumen: 28

Número: 1

Pages: 54-56

Type: Note

DOI: 10.1016/J.IJFORECAST.2011.02.005 GOOGLE SCHOLAR