Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s11203-008-9030-7 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11203-008-9030-7 / rank | |||
Normal rank | |||
Latest revision as of 22:48, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion |
scientific article |
Statements
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (English)
0 references
15 February 2011
0 references
ARCH
0 references
times series
0 references
fractional Brownian motion
0 references
maximum likelihood estimator
0 references
long memory
0 references
whittle estimator
0 references
moving average
0 references
0 references
0 references
0 references
0 references
0 references
