Maximum Likelihood Estimation of the Fractional Differencing Parameter in an ARFIMA Model Using Wavelets
| Data(s) |
2002
|
|---|---|
| Identificador | |
| Publicador |
Elsevier Science BV |
| Relação |
Anh, Vo, Tieng, Quang, & Tse, Yiu (2002) Maximum Likelihood Estimation of the Fractional Differencing Parameter in an ARFIMA Model Using Wavelets. Mathematics and Computers in Simulation, 59, pp. 153-161. |
| Fonte |
Faculty of Science and Technology |
| Tipo |
Journal Article |
