The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
書誌事項
- 公開日
- 1996-07
- 権利情報
-
- https://www.elsevier.com/tdm/userlicense/1.0/
- https://www.elsevier.com/legal/tdmrep-license
- DOI
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- 10.1016/0304-4076(95)01738-0
- 公開者
- Elsevier BV
この論文をさがす
説明
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
収録刊行物
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- Journal of Econometrics
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Journal of Econometrics 73 (1), 217-236, 1996-07
Elsevier BV
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キーワード
- quasi-likelihood ratio test
- quasi-maximum-likelihood estimation
- Asymptotic properties of parametric tests
- multiple long-memory time-series
- spectrum
- large-sample theory
- unified approach
- fractional ARIMA
- Time series, auto-correlation, regression, etc. in statistics (GARCH)
- bracketing function approach
- Applications of statistics to economics
- singularities
- Asymptotic properties of parametric estimators
詳細情報 詳細情報について
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- CRID
- 1361699993960666880
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- ISSN
- 03044076
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- データソース種別
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- Crossref
- OpenAIRE