• Media type: E-Article
  • Title: Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters
  • Contributor: Marques, G.O.L.C.
  • imprint: Elsevier BV, 2011
  • Published in: Physica A: Statistical Mechanics and its Applications
  • Language: English
  • DOI: 10.1016/j.physa.2010.09.007
  • ISSN: 0378-4371
  • Keywords: Condensed Matter Physics ; Statistics and Probability
  • Origination:
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