Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

Jurgen A. Doornik، نويسنده , , Marius Ooms، نويسنده ,

روزنامه با شماره پیاپی سال 2003

16

333

348

le likelihood , Modi , ed pro , Time-series regression model likelihood , Bias , Long memory , ARFIMA , Restricted maximum likelihoodestimator

Computational Statistics and Data Analysis

2003

Computational Statistics and Data Analysis

307633