Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555): Difference between revisions
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Revision as of 18:15, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating FARIMA models with uncorrelated but non-independent error terms |
scientific article |
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Estimating FARIMA models with uncorrelated but non-independent error terms (English)
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11 November 2021
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nonlinear processes
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FARIMA models
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least-squares estimator
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consistency
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asymptotic normality
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spectral density estimation
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self-normalization
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cumulants
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