A Minimum Distance Estimator for Long-Memory Processes

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

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{ae46a9bb275640678da9c9d8365b09e5,

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",

publisher = "Elsevier B.V.",

number = "1-2",

}