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)
Date: 1993
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Related works:
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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