Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979)
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scientific article; zbMATH DE number 6512876
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| English | Fast approximate likelihood evaluation for stable VARFIMA processes |
scientific article; zbMATH DE number 6512876 |
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Fast approximate likelihood evaluation for stable VARFIMA processes (English)
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23 November 2015
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conjugate gradient algorithm
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fast Fourier transform
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long memory
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preconditioning
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sub-Gaussian stable errors
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0.93090117
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0.8882908
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0.8753511
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0.87496763
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0.8680502
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0.8664074
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