Quotation 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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Publication's profile

Status of publication Published
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 (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
5323 Econometrics (Details)
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