Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (Q1767008)
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scientific article; zbMATH DE number 2140484
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| English | Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation |
scientific article; zbMATH DE number 2140484 |
Statements
Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (English)
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3 March 2005
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ARFIMA models
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Box-Cox transformation
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Normalized Whittle likelihood
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0.8205104470252991
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0.8122064471244812
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0.7837837934494019
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0.7822898626327515
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