A Generalized Method of Moments Estimator for Long-Memory Processes

M. Tieslau, P. Schmidt, R. Baillie

    Research output: Working paperDiscussion paperOther research output

    272 Downloads (Pure)
    Original languageEnglish
    PublisherCentER
    Volume1992-47
    Publication statusPublished - 1992

    Publication series

    NameCentER Discussion Paper
    Volume1992-47

    Cite this

    Tieslau, M., Schmidt, P., & Baillie, R. (1992). A Generalized Method of Moments Estimator for Long-Memory Processes. (CentER Discussion Paper; Vol. 1992-47). CentER.