Maximum-likelihood estimators and random walks in long memory models-Reference-Cited by-同舟云学术

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Maximum-likelihood estimators and random walks in long memory models

Published:2010-04-13 Issue:4 Volume:45 Page:361-374
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Bertin Karine¹,Torres Soledad¹,Tudor Ciprian A.²

Affiliation:

1. a Departamento de Estadística , CIMFAV Universidad de Valparaíso , Casilla 123-V, 4059 , Valparaiso , Chile

2. b SAMOS/MATISSE, Centre d'Economie de La Sorbonne, Université de Panthéon-Sorbonne , Paris 1, 90, Rue de Tolbiac, 75634 , Paris Cedex 13 , France

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331881003768750

Reference17 articles.

1. Selfsimilar Processes

2. Non-central limit theorems for non-linear functional of Gaussian fields

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