A minimum distance estimator for long-memory processes

DOI10.1016/0304-4076(94)01703-4zbMath0850.62663OpenAlexW1976219287MaRDI QIDQ1915449

Yanyan Li

Publication date: 17 July 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01703-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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