Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models
- 1 November 1995
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 57 (4), 659-672
- https://doi.org/10.1111/j.2517-6161.1995.tb02054.x
Abstract
No abstract availableKeywords
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