Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:55, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process |
scientific article |
Statements
Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (English)
0 references
18 May 2004
0 references
long memory processes
0 references
ARFIMA models
0 references
