Hauser, Michael. 1997. Maximum Likelihood Estimation of Low Order ARFIMA Models: A Monte Carlo Study. 8th (EC)^2 Conference on Finite Sample and Asymptotic Methods in Econometrics, Amsterdam, Niederlande, 11.12.-13.12.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Poster presented at an academic conference or symposium |
Language | English |
Title | Maximum Likelihood Estimation of Low Order ARFIMA Models: A Monte Carlo Study |
Event | 8th (EC)^2 Conference on Finite Sample and Asymptotic Methods in Econometrics |
Date | 11.12.-13.12. |
Location | Amsterdam |
Country | Netherlands |
Year | 1997 |
Associations
- People
- Hauser, Michael (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (Ă–STAT Classification 'Statistik Austria')
- 5323 Econometrics (Details)