Parametric vs. semiparametric long memory: Comments on “Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation”期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Parametric vs. semiparametric long memory: Comments on “Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation”

Authors:	Josu Arteche

Affiliation:	University of the Basque Country, Dept. Economia Aplicada III, Facultad de Ciencias Economicas y Empresariales UPV-EHU, Avda. Lehendakari Agirre, 83, 48015 Bilbao, Spain

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