The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733): Difference between revisions

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Revision as of 16:18, 27 May 2024

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The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence
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    The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (English)
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    6 July 1997
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    time series
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    long-memory dependence
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    maximum likelihood estimation
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    asymptotic inference
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