Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation
zbMATH Open document ID: 1056.62095
author: Angela D'Elia
author: Domenico Piccolo
published in: Statistical Methods and Applications
publication date: 2005-03-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 2140484
zbMATH Keywords: ARFIMA models
zbMATH Keywords: Box-Cox transformation
zbMATH Keywords: Normalized Whittle likelihood
MaRDI profile type: Publication
full work available at URL: s10260-003-0064-0
OpenAlex ID: W186622899
Wikidata QID: Q126571576
DOI: 10.1007/S10260-003-0064-0
description: scientific article; zbMATH DE number 2140484