The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence |
scientific article; zbMATH DE number 1031751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence |
scientific article; zbMATH DE number 1031751 |
Statements
The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (English)
0 references
6 July 1997
0 references
time series
0 references
long-memory dependence
0 references
maximum likelihood estimation
0 references
asymptotic inference
0 references
0 references
0 references
