On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
By: Yin-Wong Cheung, Francis X. Diebold.
Contributors: Diebold, Francis X.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.5; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.5.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng