An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Mark J. Jensen
| Year of publication: |
2000
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|---|---|
| Authors: | Jensen, Mark J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 3, p. 361-387
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001433033