Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
type: Item
instance of: scholarly article
title: Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
zbMATH Open document ID: 1045.62528
DOI: 10.1016/S0378-3758(98)00252-3
author: Michael A. Hauser
published in: Journal of Statistical Planning and Inference
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1339684
describes a project that uses: TRICP
MaRDI profile type: Publication
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full work available at URL: s0378-3758(98)00252-3
OpenAlex ID: W3122918237
Wikidata QID: Q126815647
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description: scientific article; zbMATH DE number 1339684