State space modeling of long-memory processes (Q1807089): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1028144856 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1983818306 / rank | |||
Normal rank | |||
Revision as of 18:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space modeling of long-memory processes |
scientific article |
Statements
State space modeling of long-memory processes (English)
0 references
9 November 1999
0 references
ARFIMA
0 references
asymptotic normality
0 references
consistency
0 references
efficiency
0 references
long-memory
0 references
MLE
0 references
truncated state space
0 references
maximum likelihood
0 references
