Parametric vs semiparametric long memory: Comments on Prediction from ARFIMA models: Comparison between maximum likelihood and two step semiparametric estimation by Baillie, Kapetanios and Kongcharo
- Egileak:
- Arteche, Josu
- Urtea:
- 2012
- Aldizkaria:
- International Journal of Forecasting
- Liburukia:
- 28
- Hasierako orria - Amaierako orria:
- 54 - 56