Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation

M. Ooms, J.A. Doornik

Research output: Contribution to Journal › Article › Academic

Original language	English
Journal	Studies in Nonlinear Dynamics and Econometrics
Volume	8
Issue number	2
DOIs	https://doi.org/10.2202/1558-3708.1218
Publication status	Published - 2004

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@article{a0d2eeb191034b2f944821957fa23ed1,

title = "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation",

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

year = "2004",

doi = "10.2202/1558-3708.1218",

language = "English",

volume = "8",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

publisher = "Berkeley Electronic Press",

number = "2",

}