Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409): Difference between revisions
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Revision as of 11:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansions for approximate maximum likelihood estimators of the fractional difference parameter |
scientific article |
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter (English)
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24 January 2006
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Bootstrap
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Edgeworth expansion
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fractional differencing
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pivotal statistic
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ARFIMA
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