Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318)
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scientific article; zbMATH DE number 2064484
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| English | Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process |
scientific article; zbMATH DE number 2064484 |
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Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (English)
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18 May 2004
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long memory processes
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ARFIMA models
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0.8827229142189026
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0.8122077584266663
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0.8108444213867188
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0.8054421544075012
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