Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623)
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scientific article; zbMATH DE number 5026149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes |
scientific article; zbMATH DE number 5026149 |
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Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (English)
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24 May 2006
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continuous time autoregressive fractionally integrated moving-average process
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Whittle likelihood
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asymptotic normality
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