This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
A minimum distance estimator for long-memory processes Author info | Abstract | Publisher info | Download info | Related research | Statistics Tieslau, Margie A.
Schmidt, Peter
Baillie, Richard T.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 71 (1996)
Issue (Month): 1-2 ()
Pages: 249-264
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:71:y:1996:i:1-2:p:249-264Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
D. S. Poskitt, 2005.
"Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases ,"
Monash Econometrics and Business Statistics Working Papers
16/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Torben G. Andersen & Tim Bollerslev, 1996.
"Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns ,"
NBER Working Papers
5752, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: John Galbraith & Victoria Zinde-Walsh, 2001.
"Autoregression-Based Estimators for ARFIMA Models ,"
CIRANO Working Papers
2001s-11, CIRANO.
[Downloadable!]
Aaron D. Smallwood & Paul M. Beaumont, 2002.
"An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models ,"
Computing in Economics and Finance 2002
285, Society for Computational Economics.
[Downloadable!]
Terence Tai-Leung Chong, 2007.
"Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(67), pages 1-10.
[Downloadable!]
Mark J. Jensen, 1997.
"An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets ,"
Econometrics
9709002, EconWPA.
[Downloadable!]
Other versions: Helena Veiga, 2006.
"A Two Factor Long Memory Stochastic Volatility Model ,"
Statistics and Econometrics Working Papers
ws061303, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
[Downloadable!]
Laura Mayoral, 2006.
"Minimum Distance Estimation of stationary and non-stationary ARFIMA Processes ,"
Economics Working Papers
959, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Other versions: repec:bep:sndecm:11:2007:2:1382-1382 is not listed on IDEAS
Access and
download statistics Did you know? IDEAS also indexes books .
This page was last updated on 2009-11-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .