An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models

Aaron Dean Smallwood () and Paul M. Beaumont ()

No 285, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: long memory; GARMA models; Brownian motion (search for similar items in EconPapers)
JEL-codes: C13 C22 C63 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2002-07-01
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