Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Durbin-Levinson algorithm"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Durbin-Levinson algorithm
1
Long memory
1
Maximum likelihood estimation
1
Multivariate time series
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Tsay, Wen-Jen
1
Institution
All
Institute of Economics, Academia Sinica
1
Published in...
All
IEAS Working Paper : academic research
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes
Tsay, Wen-Jen
-
Institute of Economics, Academia Sinica
-
2007
multivariate
Durbin-Levinson
algorithm
of Whittle (1963) to efficiently evaluate the conditional likelihood function of the VARFIMA …
Persistent link: https://www.econbiz.de/10008458468
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
