Finite sample properties of ml and reml estimators in time series regression models with long memory noise (Q4460622)
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scientific article; zbMATH DE number 2065994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of ml and reml estimators in time series regression models with long memory noise |
scientific article; zbMATH DE number 2065994 |
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Finite sample properties of ml and reml estimators in time series regression models with long memory noise (English)
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18 May 2004
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bias
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fractional ARIMA model
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maximum likelihood estimator
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restricted maximum likelihood estimator
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root mean squared error
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time series regression model
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