Least squares estimators for nearly unstable processes for functionals of long-memory noises
Ngai Hang Chan and Wei Wei Liu
| Year of publication: |
2012
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|---|---|
| Authors: | Chan, Ngai Hang ; Liu, Wei Wei |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 3.2012, 4, p. 239-246
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| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| 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/10009704609