The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study

Sandrine Lardic () and Valérie Mignon ()

No 2003-06, THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.u-cergy.fr/IMG/documents//2003-06Mignon.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to www.u-cergy.fr:443 (certificate verify failed) (http://www.u-cergy.fr/IMG/documents//2003-06Mignon.pdf [302 Found]--> https://www.u-cergy.fr/IMG/documents//2003-06Mignon.pdf)

Related works:
Journal Article: The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study (2004)
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:ema:worpap:2003-06

Access Statistics for this paper

More papers in THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Contact information at EDIRC.
Bibliographic data for series maintained by Stefania Marcassa ( this e-mail address is bad, please contact ).