Fitting long-memory models by generalized linear regression (Q4299461)
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scientific article; zbMATH DE number 600056
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| English | Fitting long-memory models by generalized linear regression |
scientific article; zbMATH DE number 600056 |
Statements
Fitting long-memory models by generalized linear regression (English)
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4 July 1994
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fractional ARIMA
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generalized linear models
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long-range dependence
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maximum likelihood estimation
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0.7991355061531067
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0.7991355061531067
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0.7973462343215942
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0.7821734547615051
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