On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean

Yin-Wong Cheung and Francis Diebold

Journal of Econometrics, 1994, vol. 62, issue 2, 301-316

Date: 1994
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Related works:
Working Paper: On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean (1993)
Working Paper: On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:62:y:1994:i:2:p:301-316

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