Fitting long-memory models by generalized linear regression (Q4299461): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2027851039 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 20:02, 19 March 2024
scientific article; zbMATH DE number 600056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting long-memory models by generalized linear regression |
scientific article; zbMATH DE number 600056 |
Statements
Fitting long-memory models by generalized linear regression (English)
0 references
4 July 1994
0 references
fractional ARIMA
0 references
generalized linear models
0 references
long-range dependence
0 references
maximum likelihood estimation
0 references
