Departmental Bulletin Paper Covariance Matrix of Quasi-Maximum Likelihood Estimator of ARFIMA Models

浅井, 学  ,  Manabu, ASAI

47 ( 1/2/3/4 )  , pp.55 - 66 , 2018-03-31 , 創価大学経済学会
ISSN:09116834
NCID:AN1000804X
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