Pages that link to "Item:Q1304365"

The following pages link to Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365):

Displaying 7 items.

• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Generalized maximum entropy based identification of graphical ARMA models (Q2139439) (← links)
• NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure (Q2208089) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Invariance of the first difference in ARFIMA models (Q2463656) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)