Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295): Difference between revisions
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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 |
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Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (English)
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15 February 2011
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ARCH
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times series
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fractional Brownian motion
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maximum likelihood estimator
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long memory
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whittle estimator
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moving average
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