Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990)
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scientific article; zbMATH DE number 6075593
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| English | Gaussian pseudo-maximum likelihood estimation of fractional time series models |
scientific article; zbMATH DE number 6075593 |
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Gaussian pseudo-maximum likelihood estimation of fractional time series models (English)
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3 September 2012
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fractional processes
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nonstationarity
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noninvertibility
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Gaussian estimation
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consistency
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asymptotic normality
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multiple time series
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0.8387287855148315
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0.8263165950775146
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0.8125192523002625
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0.8035192489624023
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