The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence |
scientific article |
Statements
The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (English)
0 references
14 January 1997
0 references
fractional ARIMA
0 references
unified approach
0 references
multiple long-memory time-series
0 references
singularities
0 references
spectrum
0 references
quasi-maximum-likelihood estimation
0 references
quasi-likelihood ratio test
0 references
large-sample theory
0 references
bracketing function approach
0 references