Pages that link to "Item:Q3589972"

The following pages link to Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972):

Displaying 9 items.

• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
• Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
• Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (Q5299805) (← links)
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems (Q6489254) (← links)