|
|||||
|
|
Fitting long-memory models by generalized linear regression |
|
| Authors: | BERAN JAN |
| Affiliation: | Department of Biostatistics, ISPM, University of Zurich Sumatrastr. 30, 8006 Zurich, Switzerland |
| Abstract: | |
| Keywords: | Fractional arima Generalized linear models Long-range dependence Maximum likelihood estimation |
| 本文献已被 Oxford 等数据库收录！ | |