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

Research output: Working paper / Preprint › Working paper › Professional

201 Downloads (Pure)

Name	TI Discussion Papers
No.	11-090/4

Access to Document

@techreport{43c5617bd02045a491b5beb72a48a476,

title = "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models",

author = "G. Mesters and S.J. Koopman and M. Ooms",

year = "2011",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "11-090/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}