The Quasi Maximum Likelihood Approach to Statistical Inference on a Nonstationary Multivariate ARFIMA Process
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2013
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v2n1p53