Statistical analysis of incomplete long-range dependent data

Biometrika

Volumn 86, Issue 4, 1999, Pages 965-972

  Palma, Wilfredo ^a   Pino, Guido Del ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Arfima model; Incomplete data; Linear predictor; Long memory; Maximum likelihood; Mean square prediction error; State space system

Indexed keywords

EID: 0142040462     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.4.965     Document Type: Article

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