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Indirect estimation of ARFIMA and VARFIMA models Vance Lindsay Martin and Nigel P. Wilkins Journal of Econometrics, 1999, vol. 93, issue 1, pages 149-175 2. Convergence results formaximumlikelihood type estimators in multivariableARMAmodels Journal of Multivariate Analysis,Volume 21, Issue 1,February 1987,Pages 29-52 B. M. Pötscher 3. Convergence results formaximumlikelihood type estimators in multivariableARMAmodels II Journal of Multivariate Analysis,Volume 30, Issue 2,August 1989,Pages 241-244 R. Dahlhaus, B. M. Pötscher 4 Bias correction in ARMA models Statistics & Probability Letters, Volume 19, Issue 3, 22 February 1994, Pages 169-176 Gauss M. Cordeiro, Ruben Klein 5 Asymptotic expansions of the distributions of some test statistics for GaussianARMAprocesses Journal of Multivariate Analysis,Volume 27, Issue 2,November 1988,Pages 494-511 Masanobu Taniguchi 6. On continuous-time thresholdARMAprocesses Journal of Statistical Planning and Inference,Volume 39, Issue 2,15 April 1994,Pages 291-303 P. J. Brockwell 7 Estimation and forecasting of machine health condition using ARMA/GARCH model Mechanical Systems and Signal Processing, Volume 24, Issue 2, February 2010, Pages 546-558 Hong Thom Pham, Bo-Suk Yang 8 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes Journal of Multivariate Analysis, Volume 18, Issue 1, February 1986, Pages 1-31 Masanobu Taniguchi 9 The exact likelihood for a multivariate ARMA model Journal of Multivariate Analysis, Volume 15, Issue 2, October 1984, Pages 164-173 Victor Solo 10 The exact likelihood for a multivariate ARMA model Journal of Multivariate Analysis, Volume 15, Issue 2, October 1984, Pages 164-173 Victor Solo 11 Test for parameter change in ARMA models with GARCH innovations Statistics & Probability Letters, Volume 78, Issue 13, 15 September 2008, Pages 1990-1998 Sangyeol Lee, Junmo Song |
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