Small-sample likelihood-based inference in the Arfima model

Keyphrases

• ARFIMA 100%
• Asymptotic Order 33%
• Asymptotic Properties 33%
• Bartlett Correction 33%
• Conventional Test 33%
• Corrected Likelihood 33%
• Correction Factor 33%
• Degree of Approximation 33%
• Fractional Difference 33%
• Likelihood Ratio Test 33%
• Likelihood-free Inference 100%
• Long-range Dependence 33%
• Maximum Likelihood Estimation 33%
• Moving Average Model 66%
• Popular 33%
• Sample Likelihood 100%
• Simulation Study 33%
• Small Sample Inference 33%

Mathematics

• Approximation Order 33%
• Asymptotic Property 33%
• Asymptotics 33%
• Bartlett Correction 33%
• Gaussian Distribution 33%
• Likelihood Ratio Test 33%
• Maximum Likelihood Estimate 33%
• Moving Average Model 66%
• Range Dependence 33%
• Simulation Study 33%
• Smaller Sample 100%

Economics, Econometrics and Finance

• ARMA Model 100%
• Time Series 50%