A multivariate generalized long memory model (Q961012)

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Language	Label	Description	Also known as
English	A multivariate generalized long memory model	scientific article

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scholarly article

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A multivariate generalized long memory model (English)

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Abdou Kâ Diongue

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Comptes Rendus. Mathématique. Académie des Sciences, Paris

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publication date

29 March 2010

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.crma.2010.02.001

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The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence

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A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.CRMA.2010.02.001

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Mathematics(1 entry)

mardi Publication:961012

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