Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of stationary multivariate ARFIMA processes |
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Maximum likelihood estimation of stationary multivariate ARFIMA processes (English)
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17 September 2010
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Durbin-Levinson algorithm
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long memory
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maximum likelihood estimation
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multivariate time series
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