Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873): Difference between revisions

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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Q4845377
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+Estimating fractionally integrated time series models
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+State space modeling of long-memory processes
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+Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood
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+Bias reduction of maximum likelihood estimates
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+Bayesian inference for variance components using only error contrasts
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+Fractional differencing
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+Statistical algorithms for models in state space using SsfPack 2.2
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+Estimation and testing of regression disturbances based on modified likelihood functions
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+Penalised maximum likelihood estimation for fractional Gaussian processes
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+BAYESIAN ANALYSIS OF VECTOR ARFIMA PROCESSES
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+https://doi.org/10.1016/s0167-9473(02)00212-8
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+W2164718628
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+journals/csda/DoornikO03
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