The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence |
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The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (English)
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6 July 1997
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time series
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long-memory dependence
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maximum likelihood estimation
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asymptotic inference
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