Maximum likelihood estimation in vector long memory...

Computational Statistics & Data Analysis 2009 Vol. 53; Iss. 12

Maximum likelihood estimation in vector long memory processes via EM algorithm

Jeffrey Pai, Nalini Ravishanker
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Volume:
53
Year:
2009
Language:
english
Pages:
10
DOI:
10.1016/j.csda.2009.04.021
File:
PDF, 1.22 MB
english, 2009
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