Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (Q1767008)
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: Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation |
scientific article; zbMATH DE number 2140484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation |
scientific article; zbMATH DE number 2140484 |
Statements
Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (English)
0 references
3 March 2005
0 references
ARFIMA models
0 references
Box-Cox transformation
0 references
Normalized Whittle likelihood
0 references
