A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
type: Item
instance of: scholarly article
title: A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
zbMATH Open document ID: 1160.62348
published in: Statistics \& Probability Letters
publication date: 2009-05-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5553130
zbMATH Keywords: daily temperatures
author: Jeffrey S. Pai
author: Nalini Ravishanker
MaRDI profile type: Publication
full work available at URL: j.spl.2009.01.022
OpenAlex ID: W2004140274
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DOI: 10.1016/J.SPL.2009.01.022
description: scientific article; zbMATH DE number 5553130