ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS |
scientific article |
Statements
ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (English)
0 references
1985
0 references
fractional differencing
0 references
ARIMA processes
0 references
strong consistency
0 references
long-memory time series models
0 references
maximum likelihood estimator
0 references
least squares estimator
0 references
rate of convergence
0 references
