SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1996.tb00262.x / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.1996.TB00262.X / rank | |||
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Latest revision as of 15:19, 30 December 2024
scientific article; zbMATH DE number 857995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS |
scientific article; zbMATH DE number 857995 |
Statements
SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (English)
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20 March 1996
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long memory continuous time processes
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simulation
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discrete time autoregressive fractionally integrated moving-average filter
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Monte Carlo
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