Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice

Business & Economics

• Maximum Likelihood Estimation 100%
• Autoregressive Process 70%
• Autoregressive Model 61%
• Long Memory 60%
• Maximum Likelihood Estimator 32%
• Martingale 32%
• Asymptotic Distribution 31%
• Time Series Models 28%

Mathematics

• Long Memory 65%
• Autoregressive Process 60%
• Autoregressive Model 59%
• Maximum Likelihood Estimation 50%
• Martingale Representation 39%
• Time Series Models 30%
• Stationary Process 27%
• Maximum Likelihood Estimator 23%
• Asymptotic distribution 23%
• Model 17%
• Standards 15%

Engineering & Materials Science

• Maximum likelihood estimation 62%
• Data storage equipment 32%
• Maximum likelihood 17%
• Time series 15%