Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615)
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scientific article; zbMATH DE number 5060074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data |
scientific article; zbMATH DE number 5060074 |
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Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (English)
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4 October 2006
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continuous time autoregressive fractionally integrated moving average models
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fractional Brownian motion
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innovations algorithm
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irregularly spaced data
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polynomial trend
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