ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034)
From MaRDI portal
scientific article; zbMATH DE number 598020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM |
scientific article; zbMATH DE number 598020 |
Statements
ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (English)
0 references
8 September 1994
0 references
multivariate central limit theorem
0 references
long-range dependence
0 references
fractional Gaussian noise
0 references
fractional ARIMA
0 references
self-similar
0 references
quadratic forms
0 references
Whittle estimator
0 references
time series
0 references
maximum likelihood estimation
0 references
dependence structure
0 references
asymptotically independent
0 references
0 references
0 references
0 references
0 references
