scientific article

zbMath1253.62062MaRDI QIDQ3145545

Tucker S. McElroy, Scott H. Holan

Publication date: 21 December 2012

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N413/J22N413.html

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zbMATH Keywords

tablesseasonalitymaximum likelihoodlong memoryspectral densityARFIMAexponential modelSARFIMAGARMAFEXP modelk-factor GARMAk-factor GEXP

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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