Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study (1999)

Cached

Download Links

by Michael A. Hauser
Citations:6 - 0 self

Documents Related by Co-Citation

656 Statistics for Long-Memory Processes – J Beran - 1994
108 Maximum Likelihood Estimation of Stationary Univariate Fractionally Integrated Time Series Models – F Sowell - 1992
29 A package for estimating, forecasting and simulating ARFIMA models: Arfima package 1.0 for Ox. Discussion paper, Nuffield – A. Doornik, Marius Ooms - 1999
91 Efficient Parameter Estimation for Self-Similar Processes – R Dahlhaus - 1989
104 Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series – R Fox, M S Taqqu - 1986
4 Semi-parametric smoothing estimators for long-memory processes with added noise – N Crato, B K Ray - 2002
29 Self-organization of cognitive performance – Guy C. Van Orden, Michael T. Turvey, John G. Holden, Northridge Michael, T. Turvey, Department Of Psychology - 2003
19 On unified model selection for stationary and non-stationary short- and long-memory autoregressive processes – J Beran, R J Bhansali, D Ocker - 1998
47 Cognitive emissions of 1/f noise – David L. Gilden - 2001
23 Ox: An object-oriented matrix language – J A Doornik - 2001
14 Physiological time series: Distinguishing fractal noises from motions – A Eke, P Herman, J B Bassingthwaighte, G M Raymond, D B Percival, M Cannon - 2000
13 Streaks in skilled performance – David L. Gilden, Stephanie Gray Wilson - 1995
7 Bayesian analysis of fractionally integrated ARMA with additive noise – N J Hsu, F J Breidt - 2003
2 fracdiff: Fractionally differenced ARIMA(p, d, q) models. Vienna: R Foundation for Statistical Computing. Available at www.R-project.org – M Maechler - 2005
9 Bayesian analysis of autoregressive fractionally integrated moving-average processes – J S Pai, N Ravishanker - 1998
2 Provenance of correlations in psychological data. Psychonomic Bulletin – T L Thornton, D L Gilden - 2005
11 Human cognition and 1/f scaling – G C Van Orden, J G Holden, M T Turvey - 2005
9 Human Cognition and a Pile of Sand: A Discussion on Serial Correlations and Self-organized Criticality – Eric-Jan Wagenmakers, Roger Ratcliff, Simon Farrell - 2005
1814 A new look at statistical model identification – H Akaike - 1974