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Pitfalls in the Estimation of a Differenced Model

✍ Scribed by Asatoshi Maeshiro and Shapoor Vali

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A pitfall in estimation of models with r

✍ Robert P. Flood; Peter M. Garber 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 268 KB

Maximum likelihood estimation for a frac

✍ S. Sethuraman; I.V. Basawa 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 549 KB

Parameter estimation in low order fracti

✍ Boes, D. C. ;Davis, R. A. ;Gupta, S. N. 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 663 KB

LAG WINDOW ESTIMATION OF THE DEGREE OF D

✍ Gemai Chen; Bovas Abraham; Shelton Peiris 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 797 KB

The Order of Differencing in ARIMA Model

✍ Victor Solo 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 192 KB

Maximum likelihood estimation of the fra

✍ Y.K. Tse; V.V. Anh; Q. Tieng 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 49 KB