Anh, Q. Tieng, Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets, Mathematics and Computers in Simulation 59 (1-3) (2002) 153-161.Tse, Y. K., Ahn, V. V. & Tieng, Q. (2002), `Maximum likelihood estimation of the fractional ...
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M. Tieng, and Y. K. Tse. Cointegration of stochastic multifractals with application to foreign exchange rates. Int. Trans. in Op. Res., 7:349-363, 2000.V.V. Anh, Q.M. Tieng and Y.K. Tse, Cointegration of stochastic multifractals with appli- cation to foreign exchange rates. Int....