A Minimum Distance Estimator for Long-Memory Processes

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

    Research output: Contribution to journalArticleScientificpeer-review

    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.
    Tieslau, M.A. ; Schmidt, P. ; Baillie, R. / A Minimum Distance Estimator for Long-Memory Processes. In: Journal of Econometrics. 1996 ; Vol. 71, No. 1-2. pp. 249-264.
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    title = "A Minimum Distance Estimator for Long-Memory Processes",
    author = "M.A. Tieslau and P. Schmidt and R. Baillie",
    note = "Pagination: 16",
    year = "1996",
    language = "English",
    volume = "71",
    pages = "249--264",
    journal = "Journal of Econometrics",
    issn = "0304-4076",
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    Tieslau, MA, Schmidt, P & Baillie, R 1996, 'A Minimum Distance Estimator for Long-Memory Processes', Journal of Econometrics, vol. 71, no. 1-2, pp. 249-264.

    A Minimum Distance Estimator for Long-Memory Processes. / Tieslau, M.A.; Schmidt, P.; Baillie, R.

    In: Journal of Econometrics, Vol. 71, No. 1-2, 1996, p. 249-264.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - A Minimum Distance Estimator for Long-Memory Processes

    AU - Tieslau, M.A.

    AU - Schmidt, P.

    AU - Baillie, R.

    N1 - Pagination: 16

    PY - 1996

    Y1 - 1996

    M3 - Article

    VL - 71

    SP - 249

    EP - 264

    JO - Journal of Econometrics

    JF - Journal of Econometrics

    SN - 0304-4076

    IS - 1-2

    ER -

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