Work

Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes

Year: 2011

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466611000399

Authors: Offer Lieberman, Roy Rosemarin, Judith Rousseau

Institutions: University of Haifa, London School of Economics and Political Science, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL

Language: English

Topic: Time Series Analysis and Forecasting

Subfield: Signal Processing

Field: Computer Science

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1576242540

FWCI: 3.255

Cites: 32

Cited by: 27

Related to: 20