The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (Q2854187)
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scientific article; zbMATH DE number 6216216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process |
scientific article; zbMATH DE number 6216216 |
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The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (English)
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17 October 2013
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quasi-maximum-likelihood
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long memory
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multivariate time series
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nonstationary ARFIMA process
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