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American Journal of Mathematical and Management Sciences Volume 21, 2001 - Issue 1-2: Forum for Interdisciplinary Mathematics. Proceedings on Combinatorics, Statistics, Pattern Recognition, & Related Areas
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Original Articles

A Two-Step Approach to Estimating Fractionally Differenced Arima Models

Sat N. GuptaDepartment of Mathematics and StatisticsUniversity of Southern MainePortland, ME04103, USA
&
James McDermottDepartment of StatisticsPennsylvania State UniversityUniversity Park, PA16802, USA
Pages 43-55 | Published online: 14 Aug 2013

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