Pages that link to "Item:Q3837367"

The following pages link to A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing (Q3837367):

Displaying 7 items.

• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• A multivariate generalized long memory model (Q961012) (← links)
• A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
• A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
• Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (Q5299805) (← links)