Parameter estimation in low order fractionally differenced ARMA processes (Q1263210): Difference between revisions
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| Property / cites work: Time series: theory and methods / rank | |||
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| Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank | |||
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| Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank | |||
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| Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
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| Property / cites work: Fractional differencing / rank | |||
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| Property / cites work: Q3264559 / rank | |||
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| Property / cites work: On the estimation of the parameters of a power spectrum / rank | |||
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| Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank | |||
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Latest revision as of 10:50, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in low order fractionally differenced ARMA processes |
scientific article |
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Parameter estimation in low order fractionally differenced ARMA processes (English)
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1989
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long memory
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spectral density
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regression type estimators
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fractionally differenced ARMA (p,q) process
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approximate maximum likelihood estimators
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ARIMA (0,d,0) processes
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ARIMA (1,d,1) processes
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