Fitting non-Gaussian persistent data (Q2862418): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:51, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fitting non-Gaussian persistent data |
scientific article |
Statements
Fitting non-Gaussian persistent data (English)
0 references
15 November 2013
0 references
ARFIMA models
0 references
conditional variance
0 references
long-range dependence
0 references
persistence
0 references
quasi-maximum likelihood
0 references
prediction
0 references