Penalised maximum likelihood estimation for fractional Gaussian processes (Q2775622)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalised maximum likelihood estimation for fractional Gaussian processes |
scientific article |
Statements
Penalised maximum likelihood estimation for fractional Gaussian processes (English)
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10 March 2003
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approximate modification
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ARFIMA
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Firth's formula
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fractional differencing
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