Maximum likelihood estimation of linear continuous time long memory processes with discrete time data-Reference-Cited by-同舟云学术

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Maximum likelihood estimation of linear continuous time long memory processes with discrete time data

Published:2005-11 Issue:5 Volume:67 Page:703-716
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J Royal Statistical Soc B

Author:

Tsai Henghsiu,Chan K. S.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2005.00522.x/fullpdf

Reference37 articles.

1. Long memory processes and fractional integration in econometrics

2. Trends in global temperature

3. THRESHOLD ARMA PROCESSES IN CONTINUOUS TIME

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