State space modeling of long-memory processes (Q1807089)
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scientific article; zbMATH DE number 1359529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space modeling of long-memory processes |
scientific article; zbMATH DE number 1359529 |
Statements
State space modeling of long-memory processes (English)
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9 November 1999
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ARFIMA
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asymptotic normality
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consistency
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efficiency
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long-memory
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MLE
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truncated state space
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maximum likelihood
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