ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195): Difference between revisions
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| Property / DOI: 10.1111/j.1467-842X.1985.tb00576.x / rank | |||
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Latest revision as of 17:11, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS |
scientific article |
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ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (English)
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1985
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fractional differencing
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ARIMA processes
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strong consistency
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long-memory time series models
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maximum likelihood estimator
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least squares estimator
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rate of convergence
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