Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409)
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: Expansions for approximate maximum likelihood estimators of the fractional difference parameter |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansions for approximate maximum likelihood estimators of the fractional difference parameter |
scientific article |
Statements
Expansions for approximate maximum likelihood estimators of the fractional difference parameter (English)
0 references
24 January 2006
0 references
Bootstrap
0 references
Edgeworth expansion
0 references
fractional differencing
0 references
pivotal statistic
0 references
ARFIMA
0 references
0 references
0 references
