Pages that link to "Item:Q1304365"
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The following pages link to Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365):
Displaying 12 items.
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Generalized maximum entropy based identification of graphical ARMA models (Q2139439) (← links)
- NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure (Q2208089) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- (Q5389678) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Comparison of standard long memory time series (Q6564309) (← links)
