Pages that link to "Item:Q1922364"
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The following pages link to The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364):
Displayed 3 items.
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)