✦ LIBER ✦

SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS

✍ Scribed by F. Comte

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long memory in continuous-time stochasti

✍ Fabienne Comte; Eric Renault 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 513 KB

THE ESTIMATION AND APPLICATION OF LONG M

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

ESTIMATION IN LONG-MEMORY TIME SERIES MO

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

Simulation estimation of time-series mod

✍ Bong-Soo Lee; Beth Fisher Ingram 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 553 KB

Maximum likelihood estimation of linear

✍ Henghsiu Tsai; K. S. Chan 📂 Article 📅 2005 🏛 Blackwell Publishing 🌐 English ⚖ 199 KB

Quasi-Maximum Likelihood Estimation for

✍ Henghsiu Tsai; K. S. Chan 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB