State space modeling of long-memory processes (Q1807089)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space modeling of long-memory processes |
scientific article |
Statements
State space modeling of long-memory processes (English)
0 references
9 November 1999
0 references
ARFIMA
0 references
asymptotic normality
0 references
consistency
0 references
efficiency
0 references
long-memory
0 references
MLE
0 references
truncated state space
0 references
maximum likelihood
0 references
0 references
0 references
