Work

Gaussian pseudo-maximum likelihood estimation of fractional time series models

Year: 2011

Type: article

Source: London School of Economics and Political Science Research Online (London School of Economics and Political Science)

Authors: Hualde, Javier, Robinson, Peter

Institutions: Universidad Pública de Navarra (UPNA), London School of Economics and Political Science

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3105689151

FWCI: 10.54

Cites: 28

Cited by: 81

Related to: 10