Miscellanea. Statistical analysis of incomplete long-range dependent data

DOI10.1093/BIOMET/86.4.965MaRDI QIDQ4937286zbMATH OpenOpenAlexFDO

Authors Wilfredo Palma, Guido E. Del Pino

Publication date 19 March 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/86.4.965

zbMATH Keywords

ARFIMA modelincomplete datalinear predictorlong-memorymaximum likelihoodmean square prediction errorstate space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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