Likelihood analysis of the I(2) model

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationRecent Developments in Time Series, Vol I
EditorsPaul Newbold, Stephen Leyborne
PublisherEdward Elgar Publishing
Publication date2003
Pages243-272
ISBN (Print)1-84064-951-8
Publication statusPublished - 2003

ID: 64890