• Title of article

    The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence

  • Author/Authors

    S. Sethuraman، نويسنده , , I. V. Basawa، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 1997
  • Pages
    9
  • From page
    285
  • To page
    293
  • Keywords
    Time series , Long-memory dependence , Asymptotic inference , maximum likelihood estimation
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    1997
  • Journal title
    Statistics and Probability Letters
  • Record number

    138553

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=138553