Open AccessThe Quasi Maximum Likelihood Approach to Statistical Inference on a Nonstationary Multivariate ARFIMA Process
Author(s) -
Amadou Kamagaté,
Ouagnina Hili
Publication year - 2013
Publication title -
international journal of statistics and probability
Language(s) - English
Resource type - Journals
eISSN - 1927-7040
pISSN - 1927-7032
DOI - 10.5539/ijsp.v2n1p53
Subject(s) - autoregressive fractionally integrated moving average , multivariate statistics , inference , mathematics , econometrics , statistics , maximum likelihood , statistical inference , process (computing) , computer science , artificial intelligence , long memory , volatility (finance) , operating system
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