Parametric vs semiparametric long memory: Comments on Prediction from ARFIMA models: Comparison between maximum likelihood and two step semiparametric estimation
- Authors:
- Arteche. J.
- Year:
- 2011
- Journal:
- International Journal of Forecasting
- Volume:
- En prensa
- Description:
-
- ISI: Impact factor=1.064, ISI category= Social Science/Economics , quartile=Q2