The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364)
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scientific article; zbMATH DE number 922050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence |
scientific article; zbMATH DE number 922050 |
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The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (English)
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14 January 1997
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fractional ARIMA
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unified approach
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multiple long-memory time-series
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singularities
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spectrum
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quasi-maximum-likelihood estimation
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quasi-likelihood ratio test
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large-sample theory
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bracketing function approach
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