Maximum likelihood estimation in vector long memory processes via EM algorithm
type: Item
instance of: scholarly article
title: Maximum likelihood estimation in vector long memory processes via EM algorithm
zbMATH Open document ID: 1453.62169
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 5689165
author: Jeffrey S. Pai
author: Nalini Ravishanker
MaRDI profile type: Publication
full work available at URL: j.csda.2009.04.021
OpenAlex ID: W2006462491
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DOI: 10.1016/J.CSDA.2009.04.021
description: scientific article; zbMATH DE number 5689165