Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209)
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scientific article; zbMATH DE number 7004027
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| English | Maximum likelihood estimators of a long-memory process from discrete observations |
scientific article; zbMATH DE number 7004027 |
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Maximum likelihood estimators of a long-memory process from discrete observations (English)
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21 January 2019
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long-memory processes
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maximum likelihood estimation
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asymptotic analysis
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Malliavin calculus
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0.826606810092926
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0.808100163936615
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0.8054072260856628
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0.8050357699394226
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0.8050357699394226
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