A Generalized Method of Moments Estimator for Long-Memory Processes

M. Tieslau, P. Schmidt, R. Baillie

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Name	CentER Discussion Paper
Volume	1992-47

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title = "A Generalized Method of Moments Estimator for Long-Memory Processes",

author = "M. Tieslau and P. Schmidt and R. Baillie",

year = "1992",

language = "English",

volume = "1992-47",

series = "CentER Discussion Paper",

publisher = "CentER",

type = "WorkingPaper",

institution = "CentER",

}