Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972): Difference between revisions

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Latest revision as of 06:04, 3 July 2024

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Maximum likelihood estimation of stationary multivariate ARFIMA processes
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    Maximum likelihood estimation of stationary multivariate ARFIMA processes (English)
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    17 September 2010
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    Durbin-Levinson algorithm
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    long memory
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    maximum likelihood estimation
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    multivariate time series
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