Maximum likelihood estimation of linear continuous time long memory processes with discrete time data

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41692

Title:	Maximum likelihood estimation of linear continuous time long memory processes with discrete time data
Authors:	Tsai, Henghsiu Chan, Kung-Sik
Issue Date:	2005-11-01
Relation:	JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 703-716
URI:	http://ir.sinica.edu.tw/handle/201000000A/41692
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=1369-7412&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	統計科學研究所

Show full item record

Check