Pseudo-maximum likelihood estimators in linear regression models with fractional time series
type: Item
instance of: scholarly article
title: Pseudo-maximum likelihood estimators in linear regression models with fractional time series
zbMATH Open document ID: 1477.62246
author: Weifu Hu
author: Xinxin Yu
author: Hongchang Hu
published in: Statistical Papers
publication date: 2022-01-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7457454
zbMATH Keywords: linear regression model
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: fractional time series
zbMATH Keywords: asymptotic property
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: s00362-019-01091-1
OpenAlex ID: W2938338370
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Wikidata QID: Q128087599
DOI: 10.1007/S00362-019-01091-1
description: scientific article; zbMATH DE number 7457454