Pages that link to "Item:Q2854187"
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The following pages link to The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (Q2854187):
Displaying 5 items.
- Estimation of a stationary multivariate ARFIMA process (Q1711518) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← 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)