Parameter estimation in low order fractionally differenced ARMA processes (Q1263210): Difference between revisions

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+Time series: theory and methods
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+Q3264559
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+On the estimation of the parameters of a power spectrum
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+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
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+Publication:1263210