A practical procedure for estimation of linear models via asymptotic quasi-likelihood

DOI10.1155/S1173912699000024zbMath0930.93081OpenAlexW2147370886MaRDI QIDQ1302364

Riccardo Biondini, Yan-Xia Lin, Sifa Mvoi

Publication date: 17 February 2000

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120125

zbMATH Keywords

parameter estimationasymptotic quasi-likelihood method

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method ⋮ An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns

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