On least squares estimation for long-memory lattice processes
type: Item
instance of: scholarly article
title: On least squares estimation for long-memory lattice processes
zbMATH Open document ID: 1175.62101
author: Jan Beran
author: Sucharita Ghosh
author: Dieter Schell
published in: Journal of Multivariate Analysis
publication date: 2009-11-13T00:00:00Z
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5632782
zbMATH Keywords: long memory
zbMATH Keywords: fractional ARIMA process
zbMATH Keywords: lattice process
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: anisotropy
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.04.007
OpenAlex ID: W1997284577
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On least squares estimation for long-memory lattice processes (cites work)
cites work: Q3911791

On least squares estimation for long-memory lattice processes (cites work)
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

On least squares estimation for long-memory lattice processes (cites work)
cites work: Fractional differencing

On least squares estimation for long-memory lattice processes (DOI)
DOI: 10.1016/J.JMVA.2009.04.007