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

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

فصلنامه با شماره پیاپی سال 1997

9

285

293

Time series , Long-memory dependence , Asymptotic inference , maximum likelihood estimation

Statistics and Probability Letters

1997

Statistics and Probability Letters

138553