Indirect estimation of ARFIMA and VARFIMA models

Vance L Martin, Nigel P Wilkins

Research output: Contribution to journalArticleResearchpeer-review

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

Cite this