Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873)
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scientific article; zbMATH DE number 5361780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models |
scientific article; zbMATH DE number 5361780 |
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Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (English)
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4 November 2008
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ARFIMA
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bias
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long memory
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modified profile likelihood
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restricted maximum likelihood estimator
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time-series regression model likelihood
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0.90152264
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0.8959047
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0.8916117
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0.89151514
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