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

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