مرکز منطقه ای اطلاع رساني علوم و فناوري - Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study

Title of article :

Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study

Author/Authors :

Michael A. Hauser، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

229

To page :

255

Keywords :

Fractional integration , Data taper , Pile-up e ect , Modi ed pro le likelihood , Whittle likelihood

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1999

Journal title :

Journal of Statistical Planning and Inference

Record number :

218789

Link To Document :