Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969): Difference between revisions
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Revision as of 00:04, 20 March 2024
scientific article; zbMATH DE number 6412984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models |
scientific article; zbMATH DE number 6412984 |
Statements
Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (English)
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9 March 2015
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asymptotic normality
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conditional-sum-of-squares estimator
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consistency
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fractional integration
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fractional time series
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likelihood inference
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long memory
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non-stationary
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uniform convergence
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