Pages that link to "Item:Q1359733"

The following pages link to The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733):

Displaying 5 items.

• Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)