Indirect estimation of ARFIMA and VARFIMA models

Vance Lindsay Martin and Nigel P. Wilkins

Journal of Econometrics, 1999, vol. 93, issue 1, pages 149-175

Date: 1999
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Working Paper: Indirect Estimation of Arfima and Varfima Models (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:93:y:1999:i:1:p:149-175

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