Parametric Estimation

Author:

Beran Jan

Publisher

Springer International Publishing

Reference21 articles.

1. Akaike, H. (1973). Akaike, H. Information theory and an extension of the maximum likelihood principle. In B. N. Petrov (Hrsg.) & F. Csáki (Eds.), Proceedings of the Second International Symposium on Information Theory (pp. 267–281). Budapest: Akademiai Kiado.

2. Akaike, H. (1974). A new look at the statistical model identification. IEEE Transactions on Automatic Control, 19(6), 716–723.

3. Beran, J. Beran, J. (1986). Estimation, testing and prediction for self-similar and related processes. Ph.D. Thesis, ETH Zürich.

4. Beran, J. (1995). Maximum likelihood estimation of the differencing parameter for invertible short and long-memory ARIMA models. Journal of the Royal Statistical Society, Series B, 57, 659–672.

5. Beran, J., Beran, J. Bhansali, R. J., Bhansali, R.J. & Ocker, D. (1998). Ocker, D. On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes. Biometrika, 85(4), 921–934.

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