Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models

J.A. Doornik, M. Ooms

Research output: Book / Report › Report › Professional

Original language	English
Place of Publication	Oxford
Publisher	Nuffield College Oxford University
Commissioning body	Nuffield College
Number of pages	14
Publication status	Published - 2001

Name	Economics Working Paper
No.	2001-W27

Handle.net

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title = "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models",

author = "J.A. Doornik and M. Ooms",

year = "2001",

language = "English",

series = "Economics Working Paper",

publisher = "Nuffield College Oxford University",

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T3 - Economics Working Paper

BT - Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models

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