A Minimum Distance Estimator for Long-Memory Processes

M.A. Tieslau, P. Schmidt, R. Baillie

    Research output: Contribution to journalArticleScientificpeer-review

    28 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)249-264
    Number of pages16
    JournalJournal of Econometrics
    Volume71
    Issue number1-2
    Publication statusPublished - 1996

    Cite this

    Tieslau, M. A., Schmidt, P., & Baillie, R. (1996). A Minimum Distance Estimator for Long-Memory Processes. Journal of Econometrics, 71(1-2), 249-264.