http://ir.sinica.edu.tw/handle/201000000A/57828
Title: | Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes | Authors: | Tsay, W-J | Issue Date: | 2010 | Relation: | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 80(7), 729-745 | URI: | http://ir.sinica.edu.tw/handle/201000000A/57828 |
Appears in Collections: | 經濟研究所 |
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