Pages that link to "Item:Q1712209"

The following pages link to Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209):

Displaying 9 items.

• Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
• The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
• Generalized inverse extrapolation of stochastic processes by an aggregate of continuous discrete observations with memory (Q1386990) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773) (← links)
• Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
• On the Estimation of Locally Stationary Long-Memory Processes (Q5220361) (← links)
• Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)