Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

G. Mesters, S.J. Koopman, M. Ooms

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages31
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-090/4

Cite this

Mesters, G., Koopman, S. J., & Ooms, M. (2011). Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models. (TI Discussion Papers; No. 11-090/4). Amsterdam: Tinbergen Institute.
Mesters, G. ; Koopman, S.J. ; Ooms, M. / Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models. Amsterdam : Tinbergen Institute, 2011. (TI Discussion Papers; 11-090/4).
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Mesters, G, Koopman, SJ & Ooms, M 2011 'Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models' TI Discussion Papers, no. 11-090/4, Tinbergen Institute, Amsterdam.

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models. / Mesters, G.; Koopman, S.J.; Ooms, M.

Amsterdam : Tinbergen Institute, 2011. (TI Discussion Papers; No. 11-090/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

AU - Mesters, G.

AU - Koopman, S.J.

AU - Ooms, M.

PY - 2011

Y1 - 2011

M3 - Working paper

T3 - TI Discussion Papers

BT - Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

PB - Tinbergen Institute

CY - Amsterdam

ER -

Mesters G, Koopman SJ, Ooms M. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models. Amsterdam: Tinbergen Institute. 2011. (TI Discussion Papers; 11-090/4).