2012

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