ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
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Publication:3707195
DOI10.1111/j.1467-842X.1985.tb00576.xzbMath0584.62142MaRDI QIDQ3707195
Publication date: 1985
Published in: Australian Journal of Statistics (Search for Journal in Brave)
rate of convergencemaximum likelihood estimatorleast squares estimatorstrong consistencyfractional differencingARIMA processeslong-memory time series models
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)
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