Quasi-maximum likelihood estimation of long-memory linear processes
type: Item
instance of: scholarly article
title: Quasi-maximum likelihood estimation of long-memory linear processes
author: Jean-Marc Bardet
author: Yves Gael Tchabo Mbienkeu
published in: Statistical Inference for Stochastic Processes
publication date: 2024-11-09T00:00:00Z
Mathematics Subject Classification ID: 62Mxx
zbMATH DE Number: 7941078
zbMATH Keywords: long memory process
zbMATH Keywords: semiparametric estimation
zbMATH Keywords: linear process
zbMATH Keywords: limit theorems
MaRDI profile type: Publication
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DOI: 10.1007/S11203-024-09313-6
description: scientific article; zbMATH DE number 7941078