Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318)
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: Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process |
scientific article; zbMATH DE number 2064484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process |
scientific article; zbMATH DE number 2064484 |
Statements
Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (English)
0 references
18 May 2004
0 references
long memory processes
0 references
ARFIMA models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
