An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models

Aaron Smallwood and Paul 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)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.ou.edu/cas/econ/research/2001-17.PDF main text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.ou.edu/cas/econ/research/2001-17.PDF [302 Moved Temporarily]--> https://www.ou.edu/cas/econ/research/2001-17.PDF)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:285

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum (baum@bc.edu).