Maximum likelihood estimators of a long-memory process from discrete observations
Abstract This paper deals with the problem of estimating the unknown parameters in a long-memory process based on the maximum likelihood method. The mean-square and the almost sure convergence of these estimators based on discrete-time observations are provided. Using Malliavin calculus, we present...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-04-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-018-1611-1 |