Pages that link to "Item:Q1711518"
From MaRDI portal
The following pages link to Estimation of a stationary multivariate ARFIMA process (Q1711518):
Displaying 9 items.
- A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (Q2854187) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS (Q3747564) (← links)
- (Q3747565) (← links)
- (Q3777275) (← links)
- Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042) (← links)