Fitting long-memory models by generalized linear regression (Q4299461): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 15:12, 5 March 2024
scientific article; zbMATH DE number 600056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting long-memory models by generalized linear regression |
scientific article; zbMATH DE number 600056 |
Statements
Fitting long-memory models by generalized linear regression (English)
0 references
4 July 1994
0 references
fractional ARIMA
0 references
generalized linear models
0 references
long-range dependence
0 references
maximum likelihood estimation
0 references
