Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Offer Lieberman; Roy Rosemarin; Judith Rousseau
| Year of publication: |
2012
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|---|---|
| Authors: | Lieberman, Offer ; Rosemarin, Roy ; Rousseau, Judith |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 2, p. 457-470
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520934