Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models |
scientific article |
Statements
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (English)
0 references
4 November 2008
0 references
ARFIMA
0 references
bias
0 references
long memory
0 references
modified profile likelihood
0 references
restricted maximum likelihood estimator
0 references
time-series regression model likelihood
0 references
