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 |
|---|---|
| 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 (ÖSTAT Classification 'Statistik Austria')
- 5323 Econometrics (Details)