Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models |
scientific article |
Statements
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (English)
0 references
4 November 2008
0 references
ARFIMA
0 references
bias
0 references
long memory
0 references
modified profile likelihood
0 references
restricted maximum likelihood estimator
0 references
time-series regression model likelihood
0 references
