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

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

Research output: Working paperProfessional

122 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages31
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-090/4

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