Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972)
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scientific article; zbMATH DE number 5786698
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| English | Maximum likelihood estimation of stationary multivariate ARFIMA processes |
scientific article; zbMATH DE number 5786698 |
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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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0.9583024
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0.9547626
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0.93888146
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0.9117137
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0.9104527
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0.90758026
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0.90399474
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