✦ LIBER ✦

ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS

✍ Scribed by Yajima, Yoshihiro

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ESTIMATION IN LONG-MEMORY TIME SERIES MO

✍ R. L. Kashyap; Kie-Bum Eom 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 18 KB

THE ESTIMATION AND APPLICATION OF LONG M

✍ John Geweke; Susan Porter-Hudak 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 871 KB

Broadband semi-parametric estimation of

✍ Masaki Narukawa; Yasumasa Matsuda 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 522 KB

SIMULATION AND ESTIMATION OF LONG MEMORY

✍ F. Comte 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 742 KB

Empirical likelihood in long-memory time

✍ Chun Yip Yau 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 300 KB

Model Selection for Broadband Semiparame

✍ Clifford M. Hurvich 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 414 KB