Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972): 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 12:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of stationary multivariate ARFIMA processes |
scientific article |
Statements
Maximum likelihood estimation of stationary multivariate ARFIMA processes (English)
0 references
17 September 2010
0 references
Durbin-Levinson algorithm
0 references
long memory
0 references
maximum likelihood estimation
0 references
multivariate time series
0 references
