On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Yin-Wong Cheung and
Francis Diebold ()
No 93-5, Working Papers from Federal Reserve Bank of Philadelphia
Keywords: Time-series; analysis (search for similar items in EconPapers)
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Journal Article: On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean (1994)
Working Paper: On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean (1990)
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