Parameter estimation in low order fractionally differenced ARMA processes (Q1263210)
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scientific article; zbMATH DE number 4126535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in low order fractionally differenced ARMA processes |
scientific article; zbMATH DE number 4126535 |
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Parameter estimation in low order fractionally differenced ARMA processes (English)
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1989
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long memory
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spectral density
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regression type estimators
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fractionally differenced ARMA (p,q) process
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approximate maximum likelihood estimators
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ARIMA (0,d,0) processes
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ARIMA (1,d,1) processes
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