An edition of On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean (1993)

On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean

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On maximum-likelihood estimation of the diffe ...
Yin-Wong Cheung
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An edition of On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean (1993)

On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Federal Reserve Bank of Philadelphia, Economic Research Division
Language
English

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Cover of: On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
1993, Federal Reserve Bank of Philadelphia, Economic Research Division
in English
  • Not in Library

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Published in
Philadelphia
Series
Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.5, Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.5.

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Open Library
OL17145115M

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