Pages that link to "Item:Q2493248"
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The following pages link to Parametric estimation for ARFIMA models via spectral methods (Q2493248):
Displaying 9 items.
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (Q1614011) (← links)
- Parameter estimation for ARTFIMA time series (Q2317279) (← 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)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
- Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042) (← links)