Indirect estimation of ARFIMA and VARFIMA models

Vance L Martin, Nigel P Wilkins

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)149 - 175
Number of pages27
JournalJournal of Econometrics
Publication statusPublished - 1999

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