An approximate wavelet MLE of short- and long-memory parameters
Mark J. Jensen
| Year of publication: |
1998 ; [Elektronische Ressource]
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| Other Persons: | Jensen, Mark J. (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 3.1998, 4, p. 239-253
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | ill |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769725